+1,443.7%
FANG vs SGI
+759.2%
+684.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.3% |
| 7D | +1.2% | -4.9% | +6.1% | +2.8% |
| 30D | +2.4% | +1.6% | +0.8% | +1.6% |
| 3M | +5.1% | -3.2% | +8.2% | +4.6% |
| 6M | +16.4% | -16.0% | +32.5% | +19.1% |
| YTD | +39.0% | -25.4% | +64.4% | +47.0% |
| 1Y | +50.6% | -21.6% | +72.2% | +55.7% |
| 3Y | +46.9% | +52.9% | -5.9% | +16.7% |
| 5Y | +238.2% | +47.5% | +190.8% | +157.7% |
| 10Y | +181.3% | +263.5% | -82.3% | +31.8% |
| All | +1,443.7% | +759.2% | +684.5% | +493.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling