+62.0%
SLV vs FAST
+2.3%
+59.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.3% | -0.4% | 0.0% | -0.3% |
| 30D | +6.7% | -0.8% | +7.5% | +6.9% |
| 3M | -10.7% | +5.8% | -16.4% | -11.2% |
| 6M | -20.6% | +8.0% | -28.6% | -21.6% |
| YTD | -7.1% | +25.6% | -32.8% | -5.8% |
| 1Y | +62.0% | +0.8% | +61.2% | +60.7% |
| All | +62.0% | +2.3% | +59.6% | +60.7% |
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