+691.2%
SNPS vs FAST
+606.6%
+84.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.2% |
| 7D | +0.2% | +3.8% | -3.7% | -1.6% |
| 30D | -8.4% | +8.1% | -16.5% | -11.9% |
| 3M | +12.3% | +5.8% | +6.5% | +9.0% |
| 6M | -9.6% | +24.9% | -34.4% | -19.3% |
| YTD | -0.6% | +38.9% | -39.5% | -17.2% |
| 1Y | +18.7% | +36.5% | -17.8% | -0.3% |
| 3Y | -7.6% | +98.1% | -105.7% | -37.4% |
| 5Y | +34.1% | +109.3% | -75.2% | -12.4% |
| 10Y | +691.2% | +547.9% | +143.3% | +266.5% |
| All | +691.2% | +606.6% | +84.6% | +266.5% |
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