+32.8%
SNOW vs FAST
+156.5%
-123.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.8% |
| 7D | +2.8% | -0.4% | +3.2% | +3.1% |
| 30D | +6.4% | -0.8% | +7.2% | +7.0% |
| 3M | +38.1% | +5.8% | +32.3% | +34.0% |
| 6M | +100.4% | +8.0% | +92.4% | +89.1% |
| YTD | +53.7% | +25.6% | +28.1% | +31.4% |
| 1Y | +52.0% | +0.8% | +51.1% | +48.0% |
| 3Y | +114.7% | +86.1% | +28.5% | +30.1% |
| 5Y | +8.8% | +100.2% | -91.4% | -37.9% |
| All | +32.8% | +156.5% | -123.7% | -33.4% |
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 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