+9.9%
SNXX vs FAST
+29.4%
-19.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.6% | -11.0% | -11.9% |
| 7D | +8.5% | +4.2% | +4.3% | +10.3% |
| 30D | -66.5% | +6.7% | -73.2% | -65.3% |
| 3M | -74.6% | +8.0% | -82.6% | -73.3% |
| 6M | -82.8% | +27.4% | -110.2% | -81.5% |
| All | +9.9% | +29.4% | -19.5% | +14.0% |
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