+92.1%
FAST vs SNY
-9.4%
+101.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +1.8% | -3.6% | +5.4% | +2.3% |
| 30D | -6.4% | -1.4% | -5.0% | -6.3% |
| 3M | +5.3% | -4.2% | +9.5% | +5.8% |
| 6M | +5.4% | +2.0% | +3.4% | +5.2% |
| YTD | +23.6% | -6.7% | +30.2% | +24.4% |
| 1Y | +4.1% | -4.7% | +8.8% | +4.5% |
| All | +92.1% | -9.4% | +101.5% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling