+96.1%
FAST vs SN
+647.0%
-550.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.2% |
| 7D | +3.4% | +10.6% | -7.2% | +2.2% |
| 30D | +5.5% | +20.0% | -14.5% | +3.3% |
| 3M | +7.6% | +30.4% | -22.8% | +4.1% |
| 6M | +19.8% | +91.0% | -71.2% | +10.8% |
| YTD | +35.5% | +95.9% | -60.5% | +24.5% |
| 1Y | +31.6% | +158.9% | -127.3% | +17.6% |
| 3Y | +91.0% | +391.8% | -300.8% | +62.5% |
| All | +96.1% | +647.0% | -550.8% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling