+11.2%
SNPS vs FAST
+32.0%
-20.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -3.9% | +3.4% | -7.4% | -4.2% |
| 30D | -5.2% | +5.5% | -10.7% | -5.7% |
| 3M | +14.6% | +7.6% | +7.0% | +13.9% |
| 6M | -6.9% | +19.8% | -26.8% | -7.7% |
| YTD | -1.4% | +35.5% | -36.9% | -4.6% |
| 1Y | +11.2% | +31.6% | -20.4% | +7.9% |
| All | +11.2% | +32.0% | -20.8% | +7.9% |
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