+239.8%
SLV vs FAST
+1,342.1%
-1,102.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -15.4% | +4.6% | -20.0% | -15.8% |
| 3M | -16.3% | +6.4% | -22.7% | -16.9% |
| 6M | -28.8% | +20.6% | -49.4% | -30.4% |
| YTD | -27.1% | +34.7% | -61.8% | -29.6% |
| 1Y | +7.5% | +29.7% | -22.1% | +4.3% |
| 3Y | +121.2% | +89.9% | +31.2% | +103.5% |
| 5Y | +110.0% | +105.0% | +5.0% | +90.2% |
| 10Y | +168.8% | +594.2% | -425.4% | +108.0% |
| All | +239.8% | +1,342.1% | -1,102.3% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling