+3,297.5%
FAST vs SNY
+245.0%
+3,052.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | +0.5% |
| 7D | +1.3% | -2.7% | +4.0% | +2.4% |
| 30D | -4.7% | -0.7% | -4.0% | -4.5% |
| 3M | +7.9% | -1.7% | +9.6% | +8.4% |
| 6M | +7.4% | +2.2% | +5.2% | +6.1% |
| YTD | +25.1% | -6.0% | +31.1% | +27.4% |
| 1Y | +4.7% | -2.7% | +7.4% | +4.6% |
| 3Y | +94.7% | -7.5% | +102.2% | +91.1% |
| 5Y | +106.8% | +6.7% | +100.1% | +85.5% |
| 10Y | +507.7% | +62.3% | +445.4% | +337.1% |
| All | +3,297.5% | +245.0% | +3,052.5% | +1,383.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling