-17.3%
SNDQ vs FAST
+6.9%
-24.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.1% | +1.2% | -28.3% | -28.1% |
| 7D | -9.0% | +4.3% | -13.3% | -13.8% |
| 30D | +57.3% | +8.3% | +49.0% | +37.4% |
| 3M | -17.3% | +6.5% | -23.8% | -29.0% |
| All | -17.3% | +6.9% | -24.2% | -29.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling