+50.0%
FANG vs SM
-0.9%
+50.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +2.9% | +4.6% | -1.7% | +0.3% |
| 30D | +2.6% | +18.2% | -15.6% | -6.7% |
| 3M | +7.6% | +22.5% | -14.9% | -4.9% |
| 6M | +17.3% | +50.6% | -33.2% | -8.9% |
| YTD | +38.7% | +108.1% | -69.4% | -11.4% |
| 1Y | +51.6% | +46.0% | +5.6% | +17.7% |
| 3Y | +50.0% | +2.9% | +47.1% | +32.8% |
| All | +50.0% | -0.9% | +50.9% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling