+225.6%
FANG vs SM
+108.4%
+117.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 3M | +7.6% | +22.5% | -14.9% | -5.2% |
| 6M | +17.3% | +50.6% | -33.2% | -9.5% |
| YTD | +38.7% | +108.1% | -69.4% | -12.0% |
| 1Y | +51.6% | +46.0% | +5.6% | +16.8% |
| 3Y | +50.0% | +2.9% | +47.1% | +34.1% |
| All | +225.6% | +108.4% | +117.2% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling