+1,422.9%
FANG vs SBAC
+220.9%
+1,202.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +2.4% | +3.9% | -1.5% | +1.5% |
| 3M | +4.9% | -8.2% | +13.1% | +6.6% |
| 6M | +12.0% | -2.8% | +14.8% | +11.3% |
| YTD | +37.1% | -1.5% | +38.6% | +35.7% |
| 1Y | +52.3% | 0.0% | +52.2% | +49.9% |
| 3Y | +45.0% | -8.4% | +53.3% | +41.9% |
| 5Y | +231.0% | -43.5% | +274.5% | +266.5% |
| 10Y | +177.5% | +86.9% | +90.6% | +88.2% |
| All | +1,422.9% | +220.9% | +1,202.1% | +675.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling