-91.8%
SNDQ vs FAST
+25.0%
-116.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.1% | +1.2% | -28.3% | -28.3% |
| 7D | -9.0% | +4.3% | -13.3% | -14.3% |
| 30D | +57.3% | +8.3% | +49.0% | +40.2% |
| 3M | -17.3% | +6.5% | -23.8% | -23.5% |
| 6M | -71.3% | +29.5% | -100.9% | -77.7% |
| All | -91.8% | +25.0% | -116.9% | -93.1% |
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