+4.7%
SYK vs FAST
+103.5%
-98.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -11.8% | +1.8% | -13.6% | -12.4% |
| 30D | -20.4% | -6.4% | -13.9% | -18.5% |
| 3M | -12.1% | +5.3% | -17.4% | -13.8% |
| 6M | -24.3% | +5.4% | -29.7% | -26.1% |
| YTD | -21.2% | +23.6% | -44.8% | -28.0% |
| 1Y | -29.2% | +4.1% | -33.2% | -30.9% |
| 3Y | -2.1% | +92.4% | -94.4% | -29.5% |
| 5Y | +4.7% | +106.1% | -101.3% | -29.5% |
| All | +4.7% | +103.5% | -98.8% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling