+42.9%
FANG vs SM
+36.8%
+6.2%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.3% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +7.6% | +25.6% | -18.0% | -4.0% |
| 3M | -1.3% | +8.0% | -9.3% | -5.8% |
| 6M | +14.7% | +50.8% | -36.1% | -7.4% |
| YTD | +34.8% | +97.9% | -63.1% | -5.5% |
| 1Y | +42.9% | +33.8% | +9.1% | +18.9% |
| All | +42.9% | +36.8% | +6.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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