+10.1%
SNOW vs FAST
+36.9%
-26.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.7% |
| 7D | +0.2% | +4.8% | -4.6% | +1.1% |
| 30D | -19.8% | +8.6% | -28.4% | -18.4% |
| 3M | -11.6% | +5.7% | -17.3% | -11.5% |
| 6M | +94.0% | +25.5% | +68.5% | +108.0% |
| YTD | +34.8% | +39.6% | -4.8% | +42.8% |
| 1Y | +10.1% | +35.5% | -25.3% | +16.2% |
| All | +10.1% | +36.9% | -26.7% | +16.2% |
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