+5,491.2%
SNPS vs FAST
+35,506.2%
-30,014.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | -10.2% | +0.7% | -10.8% | -10.4% |
| 30D | -12.8% | +4.6% | -17.5% | -14.2% |
| 3M | +9.9% | +6.4% | +3.5% | +7.5% |
| 6M | -12.4% | +20.6% | -33.0% | -18.0% |
| YTD | -6.3% | +34.7% | -40.9% | -16.1% |
| 1Y | +7.6% | +29.7% | -22.0% | -2.5% |
| 3Y | -9.8% | +89.9% | -99.7% | -28.7% |
| 5Y | +29.2% | +105.0% | -75.7% | -0.2% |
| 10Y | +663.8% | +594.2% | +69.6% | +294.6% |
| All | +5,491.2% | +35,506.2% | -30,014.9% | +671.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling