+38.5%
FAST vs SNAP
-41.1%
+79.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.2% |
| 7D | +5.0% | +2.6% | +2.5% | +4.9% |
| 30D | +8.6% | -19.6% | +28.1% | +9.1% |
| 3M | +6.9% | +0.4% | +6.5% | +6.5% |
| 6M | +29.6% | -5.9% | +35.5% | +29.0% |
| YTD | +41.4% | -35.3% | +76.7% | +37.1% |
| 1Y | +38.5% | -42.6% | +81.1% | +37.8% |
| All | +38.5% | -41.1% | +79.6% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling