+14.7%
SNOW vs FAST
+183.6%
-169.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.5% | +4.1% |
| 7D | +0.2% | +3.8% | -3.7% | -1.6% |
| 30D | -21.1% | +8.1% | -29.1% | -24.2% |
| 3M | -11.9% | +5.8% | -17.7% | -14.5% |
| 6M | +91.0% | +24.9% | +66.1% | +69.4% |
| YTD | +32.7% | +38.9% | -6.2% | +7.7% |
| 1Y | +10.8% | +36.5% | -25.7% | -9.3% |
| 3Y | +86.2% | +98.1% | -11.9% | +10.9% |
| 5Y | -22.7% | +109.3% | -132.0% | -56.9% |
| All | +14.7% | +183.6% | -169.0% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling