+93.4%
FAST vs SNAP
-52.6%
+146.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.0% | +13.4% | +0.1% |
| 7D | +0.7% | -10.4% | +11.1% | +1.1% |
| 30D | +4.6% | -11.9% | +16.6% | +5.1% |
| 3M | +6.4% | -4.5% | +10.9% | +6.2% |
| 6M | +20.6% | -16.7% | +37.3% | +21.0% |
| YTD | +34.7% | -36.9% | +71.6% | +36.6% |
| 1Y | +29.7% | -30.3% | +59.9% | +30.6% |
| All | +93.4% | -52.6% | +146.0% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling