+181.9%
FANG vs SM
+23.0%
+158.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +2.9% | +4.6% | -1.7% | +0.7% |
| 30D | +2.6% | +18.2% | -15.6% | -5.4% |
| 3M | +7.6% | +22.5% | -14.9% | -3.0% |
| 6M | +17.3% | +50.6% | -33.2% | -5.0% |
| YTD | +38.7% | +108.1% | -69.4% | -4.1% |
| 1Y | +51.6% | +46.0% | +5.6% | +22.9% |
| 3Y | +50.0% | +2.9% | +47.1% | +39.0% |
| 5Y | +237.6% | +112.6% | +125.0% | +115.9% |
| All | +181.9% | +23.0% | +158.9% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling