+7.6%
SLV vs FAST
+30.1%
-22.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +5.1% | +2.1% | +3.0% | +4.6% |
| 30D | -12.9% | +6.9% | -19.8% | -14.4% |
| 3M | -16.1% | +4.8% | -20.9% | -17.1% |
| 6M | -33.2% | +19.8% | -52.9% | -36.3% |
| YTD | -27.2% | +34.9% | -62.1% | -29.5% |
| 1Y | +7.6% | +32.8% | -25.2% | +4.1% |
| All | +7.6% | +30.1% | -22.5% | +4.1% |
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