+111.6%
SNOW vs FAST
+86.1%
+25.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.5% |
| 7D | +2.8% | -0.4% | +3.2% | +2.8% |
| 30D | +6.4% | -0.8% | +7.2% | +6.5% |
| 3M | +38.1% | +5.8% | +32.3% | +36.8% |
| 6M | +100.4% | +8.0% | +92.4% | +96.3% |
| YTD | +53.7% | +25.6% | +28.1% | +43.0% |
| 1Y | +52.0% | +0.8% | +51.1% | +52.6% |
| All | +111.6% | +86.1% | +25.5% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling