+333.1%
SLV vs FAST
+1,245.3%
-912.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.3% | -0.4% | 0.0% | -0.3% |
| 30D | +6.7% | -0.8% | +7.5% | +6.8% |
| 3M | -10.7% | +5.8% | -16.4% | -11.3% |
| 6M | -20.6% | +8.0% | -28.6% | -21.4% |
| YTD | -7.1% | +25.6% | -32.8% | -9.6% |
| 1Y | +62.0% | +0.8% | +61.2% | +61.4% |
| 3Y | +169.8% | +86.1% | +83.7% | +148.8% |
| 5Y | +161.5% | +100.2% | +61.2% | +137.5% |
| 10Y | +224.4% | +494.2% | -269.8% | +155.8% |
| All | +333.1% | +1,245.3% | -912.2% | +203.5% |
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 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