+89.8%
SNOW vs FAST
+98.9%
-9.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.6% |
| 7D | +3.7% | +4.3% | -0.6% | +2.9% |
| 30D | -16.4% | +8.3% | -24.7% | -17.5% |
| 3M | -9.9% | +6.5% | -16.3% | -11.0% |
| 6M | +98.8% | +29.5% | +69.3% | +90.0% |
| YTD | +37.3% | +41.3% | -3.9% | +25.3% |
| 1Y | +11.0% | +37.4% | -26.3% | +2.2% |
| All | +89.8% | +98.9% | -9.1% | +49.2% |
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 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