+105.4%
FAST vs SNY
+9.5%
+96.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.9% |
| 6M | +5.4% | +2.0% | +3.4% | +5.1% |
| YTD | +23.6% | -6.7% | +30.2% | +24.6% |
| 1Y | +4.1% | -4.7% | +8.8% | +4.5% |
| 3Y | +92.4% | -8.1% | +100.5% | +92.2% |
| All | +105.4% | +9.5% | +96.0% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling