+528.7%
FAST vs SNY
+64.5%
+464.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.6% | -3.3% | +2.8% | +0.4% |
| 30D | -5.6% | -2.2% | -3.4% | -5.0% |
| 3M | +6.9% | -3.0% | +9.9% | +7.7% |
| 6M | +7.0% | +2.7% | +4.3% | +6.0% |
| YTD | +24.9% | -6.8% | +31.8% | +27.0% |
| 1Y | +6.5% | -5.3% | +11.7% | +7.3% |
| 3Y | +94.1% | -9.8% | +103.9% | +93.8% |
| 5Y | +107.7% | +9.7% | +98.0% | +86.8% |
| All | +528.7% | +64.5% | +464.2% | +379.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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