+50.0%
FANG vs SBAC
-9.4%
+59.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.2% |
| 7D | +2.9% | -2.1% | +5.0% | +2.9% |
| 30D | +2.6% | +2.0% | +0.6% | +2.6% |
| 3M | +7.6% | -8.3% | +15.9% | +7.5% |
| 6M | +17.3% | +0.3% | +17.0% | +16.7% |
| YTD | +38.7% | -2.2% | +40.9% | +37.9% |
| 1Y | +51.6% | -4.6% | +56.3% | +50.8% |
| 3Y | +50.0% | -8.3% | +58.2% | +48.9% |
| All | +50.0% | -9.4% | +59.3% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling