-69.6%
SNDQ vs FAST
+28.8%
-98.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.7% | +11.6% |
| 7D | -18.7% | +4.2% | -22.8% | -22.9% |
| 30D | +69.5% | +6.7% | +62.8% | +54.6% |
| 3M | +54.2% | +8.0% | +46.2% | +38.7% |
| 6M | -69.6% | +27.4% | -97.0% | -72.4% |
| All | -69.6% | +28.8% | -98.4% | -72.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling