+34.3%
FANG vs SGI
-10.7%
+45.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.8% | -11.7% | -3.3% |
| 7D | -11.3% | +12.1% | -23.4% | -8.8% |
| 30D | -0.7% | +12.1% | -12.7% | +2.3% |
| 3M | -4.2% | +0.4% | -4.6% | -3.4% |
| 6M | -13.5% | -4.0% | -9.5% | -12.2% |
| YTD | +23.7% | -21.2% | +45.0% | +26.9% |
| 1Y | +34.3% | -12.1% | +46.4% | +35.3% |
| All | +34.3% | -10.7% | +45.0% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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