+171.1%
SLV vs FAST
+586.8%
-415.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +5.1% | +2.1% | +3.0% | +4.9% |
| 30D | -12.9% | +6.9% | -19.8% | -13.5% |
| 3M | -16.1% | +4.8% | -20.9% | -16.5% |
| 6M | -33.2% | +19.8% | -52.9% | -34.4% |
| YTD | -27.2% | +34.9% | -62.1% | -29.2% |
| 1Y | +7.6% | +32.8% | -25.2% | +4.8% |
| 3Y | +122.3% | +93.7% | +28.6% | +106.6% |
| 5Y | +109.7% | +105.3% | +4.4% | +92.0% |
| All | +171.1% | +586.8% | -415.7% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling