+106.9%
SLV vs FAST
+103.6%
+3.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +5.1% | +2.1% | +3.0% | +4.8% |
| 30D | -12.9% | +6.9% | -19.8% | -13.6% |
| 3M | -16.1% | +4.8% | -20.9% | -16.6% |
| 6M | -33.2% | +19.8% | -52.9% | -34.7% |
| YTD | -27.2% | +34.9% | -62.1% | -29.6% |
| 1Y | +7.6% | +32.8% | -25.2% | +4.2% |
| 3Y | +122.3% | +93.7% | +28.6% | +99.3% |
| All | +106.9% | +103.6% | +3.3% | +78.7% |
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 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