+432.9%
SNXX vs FAST
+15.7%
+417.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.8% | +22.6% | +23.7% |
| 7D | +34.9% | -0.4% | +35.2% | +34.6% |
| 30D | +52.5% | -0.8% | +53.3% | +51.7% |
| 3M | -41.3% | +5.8% | -47.1% | -40.8% |
| 6M | +293.8% | +8.0% | +285.8% | +279.8% |
| All | +432.9% | +15.7% | +417.2% | +419.1% |
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