+1,422.9%
FANG vs SM
-22.2%
+1,445.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +2.4% | +20.3% | -17.9% | -5.7% |
| 3M | +4.9% | +22.9% | -18.0% | -4.9% |
| 6M | +12.0% | +47.8% | -35.8% | -6.9% |
| YTD | +37.1% | +107.5% | -70.4% | -2.1% |
| 1Y | +52.3% | +51.7% | +0.5% | +23.6% |
| 3Y | +45.0% | -0.9% | +45.8% | +38.0% |
| 5Y | +231.0% | +112.2% | +118.7% | +122.1% |
| 10Y | +177.5% | +20.3% | +157.1% | +32.0% |
| All | +1,422.9% | -22.2% | +1,445.2% | +754.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling