-22.3%
SYK vs FAST
+2.3%
-24.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.7% |
| 7D | -8.3% | -0.4% | -8.0% | -8.3% |
| 30D | -10.1% | -0.8% | -9.3% | -9.9% |
| 3M | +0.9% | +5.8% | -4.8% | -0.4% |
| 6M | -20.2% | +8.0% | -28.2% | -21.8% |
| YTD | -13.3% | +25.6% | -38.9% | -17.0% |
| 1Y | -22.3% | +0.8% | -23.2% | -25.3% |
| All | -22.3% | +2.3% | -24.7% | -25.3% |
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