+8.6%
SNOW vs FAST
+175.4%
-166.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -9.9% | +2.1% | -11.9% | -10.8% |
| 30D | -17.1% | +6.9% | -24.0% | -20.0% |
| 3M | -13.2% | +4.8% | -18.1% | -15.4% |
| 6M | +97.4% | +19.8% | +77.6% | +78.7% |
| YTD | +25.8% | +34.9% | -9.1% | +3.5% |
| 1Y | +4.2% | +32.8% | -28.6% | -13.6% |
| 3Y | +91.3% | +93.7% | -2.4% | +15.0% |
| 5Y | -24.4% | +105.3% | -129.7% | -57.4% |
| All | +8.6% | +175.4% | -166.8% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling