+89.9%
SLV vs FAST
+106.5%
-16.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.1% |
| 7D | -5.8% | +4.2% | -10.0% | -6.3% |
| 30D | -12.1% | +6.7% | -18.8% | -12.8% |
| 3M | -24.1% | +8.0% | -32.2% | -24.9% |
| 6M | -44.4% | +27.4% | -71.8% | -46.1% |
| YTD | -31.5% | +40.5% | -72.0% | -34.1% |
| 1Y | -6.9% | +38.4% | -45.3% | -10.3% |
| 3Y | +116.0% | +98.7% | +17.3% | +93.3% |
| All | +89.9% | +106.5% | -16.6% | +64.5% |
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