-28.8%
SYK vs FAST
+4.6%
-33.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.0% |
| 7D | -12.3% | -0.4% | -11.9% | -12.2% |
| 30D | -22.4% | -6.4% | -16.0% | -21.4% |
| 3M | -12.3% | +7.1% | -19.4% | -13.5% |
| 6M | -24.3% | +7.0% | -31.3% | -25.7% |
| YTD | -22.8% | +24.1% | -46.9% | -26.0% |
| 1Y | -28.8% | +4.4% | -33.2% | -31.4% |
| All | -28.8% | +4.6% | -33.4% | -31.4% |
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 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