+460.6%
FAST vs SNAP
-78.1%
+538.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +4.2% | +6.0% | -1.9% | +3.7% |
| 30D | +6.7% | -13.8% | +20.4% | +7.6% |
| 3M | +8.0% | -0.8% | +8.8% | +7.7% |
| 6M | +27.4% | -6.2% | +33.7% | +27.1% |
| YTD | +40.5% | -34.8% | +75.3% | +43.0% |
| 1Y | +38.4% | -38.7% | +77.1% | +41.3% |
| 3Y | +98.7% | -53.5% | +152.1% | +100.5% |
| 5Y | +106.7% | -90.2% | +196.9% | +120.2% |
| All | +460.6% | -78.1% | +538.6% | +397.3% |
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