+254.3%
FANG vs SITM
+4,789.7%
-4,535.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -1.0% |
| 7D | +2.9% | +3.9% | -1.0% | +2.3% |
| 30D | +2.6% | -6.6% | +9.2% | +3.2% |
| 3M | +7.6% | -11.9% | +19.4% | +7.7% |
| 6M | +17.3% | +81.1% | -63.8% | +3.4% |
| YTD | +38.7% | +80.0% | -41.3% | +21.1% |
| 1Y | +51.6% | +145.8% | -94.2% | +24.2% |
| 3Y | +50.0% | +475.9% | -425.9% | -0.5% |
| 5Y | +237.6% | +189.2% | +48.3% | +128.5% |
| All | +254.3% | +4,789.7% | -4,535.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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