+17.1%
SNPS vs FAST
+100.5%
-83.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.1% | -5.8% |
| 7D | -11.0% | -0.4% | -10.7% | -10.9% |
| 30D | -1.7% | -0.8% | -1.0% | -1.4% |
| 3M | -20.4% | +5.8% | -26.1% | -23.0% |
| 6M | -8.6% | +8.0% | -16.6% | -13.5% |
| YTD | -16.2% | +25.6% | -41.8% | -28.2% |
| 1Y | -34.6% | +0.8% | -35.4% | -36.0% |
| 3Y | -14.5% | +86.1% | -100.6% | -46.9% |
| All | +17.1% | +100.5% | -83.4% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling