+448.0%
SNXX vs FAST
+13.8%
+434.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.3% |
| 7D | +27.3% | +1.8% | +25.5% | +28.3% |
| 30D | +89.3% | -6.4% | +95.7% | +84.3% |
| 3M | -29.6% | +5.3% | -34.9% | -29.4% |
| 6M | +324.4% | +5.4% | +319.0% | +304.3% |
| All | +448.0% | +13.8% | +434.1% | +430.4% |
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