+81.9%
FAST vs SN
+490.7%
-408.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -0.4% | -9.3% | +9.0% | +0.7% |
| 30D | -0.8% | -4.8% | +4.0% | -0.3% |
| 3M | +5.8% | +40.4% | -34.7% | +1.5% |
| 6M | +8.0% | +50.9% | -43.0% | +2.5% |
| YTD | +25.6% | +54.9% | -29.3% | +18.8% |
| 1Y | +0.8% | +43.0% | -42.2% | -4.1% |
| 3Y | +86.1% | +391.8% | -305.7% | +60.9% |
| All | +81.9% | +490.7% | -408.8% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling