+9.5%
SNOW vs FAST
+32.0%
-22.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.1% |
| 7D | -14.5% | +3.4% | -17.9% | -13.8% |
| 30D | -14.3% | +5.5% | -19.8% | -13.2% |
| 3M | -8.3% | +7.6% | -15.8% | -7.1% |
| 6M | +101.5% | +19.8% | +81.7% | +113.6% |
| YTD | +32.5% | +35.5% | -3.0% | +38.8% |
| 1Y | +9.5% | +31.6% | -22.1% | +14.8% |
| All | +9.5% | +32.0% | -22.5% | +14.8% |
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