+164.3%
FANG vs S
-57.8%
+222.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -1.7% | -5.8% | +4.1% | -1.4% |
| 30D | +6.8% | -9.2% | +16.0% | +7.3% |
| 3M | +1.3% | +23.4% | -22.1% | -0.3% |
| 6M | +11.8% | +36.9% | -25.1% | +9.1% |
| YTD | +35.1% | +29.5% | +5.5% | +32.1% |
| 1Y | +48.9% | +5.4% | +43.5% | +47.4% |
| 3Y | +42.8% | +14.7% | +28.1% | +38.9% |
| 5Y | +230.3% | -71.5% | +301.8% | +220.7% |
| All | +164.3% | -57.8% | +222.1% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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