+23.1%
FAST vs SNDU
-35.3%
+58.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.2% | +6.7% | +0.4% |
| 7D | +4.8% | -47.4% | +52.1% | +4.3% |
| 30D | +8.6% | -75.5% | +84.1% | +7.4% |
| 3M | +5.7% | -64.9% | +70.6% | +5.0% |
| 6M | +25.5% | -86.9% | +112.3% | +25.3% |
| All | +23.1% | -35.3% | +58.4% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 all: compounded portfolio wealth divided by compounded SNDU 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…
all analysis · Full analysis span regression · 6 months rolling