+34.3%
FANG vs SFM
-35.8%
+70.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.6% | -4.8% |
| 7D | -11.3% | -12.3% | +0.9% | -11.1% |
| 30D | -0.7% | -16.2% | +15.6% | -0.4% |
| 3M | -4.2% | -36.8% | +32.6% | -3.3% |
| 6M | -13.5% | -32.6% | +19.1% | -13.1% |
| YTD | +23.7% | -31.7% | +55.4% | +24.9% |
| 1Y | +34.3% | -35.0% | +69.3% | +35.8% |
| All | +34.3% | -35.8% | +70.2% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling