+95.3%
FAST vs SN
+659.6%
-564.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.1% |
| 7D | +2.1% | +7.2% | -5.1% | +1.3% |
| 30D | +6.9% | +20.4% | -13.5% | +4.6% |
| 3M | +4.8% | +23.9% | -19.1% | +2.1% |
| 6M | +19.8% | +93.0% | -73.3% | +10.6% |
| YTD | +34.9% | +99.2% | -64.3% | +23.8% |
| 1Y | +32.8% | +142.6% | -109.8% | +19.4% |
| 3Y | +93.7% | +398.8% | -305.0% | +64.5% |
| All | +95.3% | +659.6% | -564.3% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling