+672.5%
SNPS vs FAST
+545.4%
+127.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | -0.2% | +4.3% | -4.5% | -2.2% |
| 30D | -8.0% | +8.3% | -16.4% | -11.6% |
| 3M | +12.5% | +6.5% | +6.0% | +8.9% |
| 6M | -10.5% | +29.5% | -40.0% | -21.5% |
| YTD | -1.6% | +41.3% | -42.9% | -18.7% |
| 1Y | +16.8% | +37.4% | -20.6% | -2.3% |
| 3Y | -10.9% | +98.5% | -109.5% | -39.8% |
| 5Y | +35.8% | +111.1% | -75.3% | -11.9% |
| All | +672.5% | +545.4% | +127.2% | +246.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling