+224.1%
SYK vs FAST
+541.9%
-317.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | -5.0% | +4.2% | -9.1% | -6.5% |
| 30D | +9.9% | +6.7% | +3.3% | +7.2% |
| 3M | -8.9% | +8.0% | -17.0% | -11.8% |
| 6M | +3.1% | +27.4% | -24.3% | -6.5% |
| YTD | -11.1% | +40.5% | -51.6% | -23.2% |
| 1Y | -16.2% | +38.4% | -54.5% | -27.1% |
| 3Y | +13.2% | +98.7% | -85.5% | -17.6% |
| 5Y | +23.5% | +106.7% | -83.2% | -13.0% |
| All | +224.1% | +541.9% | -317.7% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling