+525.5%
FANG vs SFM
+108.9%
+416.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +2.1% |
| 7D | -0.4% | -7.2% | +6.8% | +0.6% |
| 30D | +2.4% | -14.3% | +16.7% | +4.5% |
| 3M | +4.9% | -13.7% | +18.6% | +6.6% |
| 6M | +12.0% | -6.0% | +18.1% | +11.9% |
| YTD | +37.1% | -8.2% | +45.3% | +37.1% |
| 1Y | +52.3% | -46.2% | +98.5% | +64.5% |
| 3Y | +45.0% | +83.6% | -38.6% | +25.3% |
| 5Y | +231.0% | +212.7% | +18.3% | +152.3% |
| 10Y | +177.5% | +273.0% | -95.5% | +92.6% |
| All | +525.5% | +108.9% | +416.6% | +446.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling