+35.5%
FAST vs SN
+140.3%
-104.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +4.8% | +7.6% | -2.8% | +3.4% |
| 30D | +8.6% | +22.4% | -13.8% | +4.6% |
| 3M | +5.7% | +21.7% | -16.0% | +1.8% |
| 6M | +25.5% | +102.8% | -77.4% | +8.6% |
| YTD | +39.6% | +102.4% | -62.8% | +19.5% |
| 1Y | +35.5% | +139.0% | -103.5% | +12.2% |
| All | +35.5% | +140.3% | -104.8% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling