-5.4%
SYK vs FAST
+92.3%
-97.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -11.8% | +1.8% | -13.6% | -12.1% |
| 30D | -20.4% | -6.4% | -13.9% | -19.2% |
| 3M | -12.1% | +5.3% | -17.4% | -13.1% |
| 6M | -24.3% | +5.4% | -29.7% | -25.4% |
| YTD | -21.2% | +23.6% | -44.8% | -25.2% |
| 1Y | -29.2% | +4.1% | -33.2% | -30.2% |
| All | -5.4% | +92.3% | -97.7% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling