-91.2%
SNDQ vs FAST
+25.2%
-116.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.1% | +8.1% | +8.1% |
| 7D | -31.8% | +5.0% | -36.8% | -36.2% |
| 30D | +69.3% | +8.6% | +60.7% | +50.5% |
| 3M | +1.1% | +6.9% | -5.8% | -7.0% |
| 6M | -72.4% | +29.6% | -102.0% | -78.6% |
| All | -91.2% | +25.2% | -116.3% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling