+16.8%
SNPS vs FAST
+37.0%
-20.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -0.2% | +4.3% | -4.5% | -0.6% |
| 30D | -8.0% | +8.3% | -16.4% | -8.7% |
| 3M | +12.5% | +6.5% | +6.0% | +11.6% |
| 6M | -10.5% | +29.5% | -40.0% | -11.1% |
| YTD | -1.6% | +41.3% | -42.9% | -3.4% |
| 1Y | +16.8% | +37.4% | -20.6% | +14.8% |
| All | +16.8% | +37.0% | -20.2% | +14.8% |
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