+25,648.3%
SYK vs FAST
+79,450.5%
-53,802.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -5.0% | +4.2% | -9.1% | -6.0% |
| 30D | +9.9% | +6.7% | +3.3% | +8.2% |
| 3M | -8.9% | +8.0% | -17.0% | -10.7% |
| 6M | +3.1% | +27.4% | -24.3% | -3.0% |
| YTD | -11.1% | +40.5% | -51.6% | -18.8% |
| 1Y | -16.2% | +38.4% | -54.5% | -23.1% |
| 3Y | +13.2% | +98.7% | -85.5% | -6.1% |
| 5Y | +23.5% | +106.7% | -83.2% | +1.0% |
| 10Y | +213.3% | +545.1% | -331.7% | +93.7% |
| All | +25,648.3% | +79,450.5% | -53,802.2% | +5,873.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling