+35.5%
FAST vs SNAP
-39.9%
+75.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +4.8% | -10.6% | +15.4% | +5.1% |
| 30D | +8.6% | -19.7% | +28.4% | +9.1% |
| 3M | +5.7% | -6.5% | +12.2% | +5.6% |
| 6M | +25.5% | -17.8% | +43.2% | +25.2% |
| YTD | +39.6% | -38.0% | +77.6% | +35.0% |
| 1Y | +35.5% | -42.5% | +77.9% | +33.3% |
| All | +35.5% | -39.9% | +75.4% | +33.3% |
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 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