+457.0%
FAST vs SNAP
-79.2%
+536.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +4.8% | -10.6% | +15.4% | +5.5% |
| 30D | +8.6% | -19.7% | +28.4% | +10.0% |
| 3M | +5.7% | -6.5% | +12.2% | +5.8% |
| 6M | +25.5% | -17.8% | +43.2% | +26.3% |
| YTD | +39.6% | -38.0% | +77.6% | +42.6% |
| 1Y | +35.5% | -42.5% | +77.9% | +39.0% |
| 3Y | +96.2% | -55.8% | +152.0% | +98.7% |
| 5Y | +110.2% | -90.5% | +200.7% | +124.4% |
| All | +457.0% | -79.2% | +536.2% | +395.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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