+231.1%
SNDK vs FAST
+38.4%
+192.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +16.2% | +5.0% | +11.2% | +16.5% |
| 30D | -36.8% | +8.6% | -45.3% | -36.4% |
| 3M | -30.3% | +6.9% | -37.2% | -29.7% |
| 6M | -35.4% | +29.6% | -65.0% | -37.0% |
| YTD | +294.9% | +41.4% | +253.5% | +239.4% |
| 1Y | +231.1% | +38.5% | +192.6% | +184.2% |
| All | +231.1% | +38.4% | +192.7% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling