+42.9%
FANG vs SN
+46.4%
-3.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -2.0% |
| 7D | +0.8% | -9.3% | +10.1% | -0.4% |
| 30D | +7.6% | -4.8% | +12.4% | +7.0% |
| 3M | -1.3% | +40.4% | -41.7% | +2.2% |
| 6M | +14.7% | +50.9% | -36.3% | +20.1% |
| YTD | +34.8% | +54.9% | -20.2% | +40.1% |
| 1Y | +42.9% | +43.0% | -0.1% | +49.2% |
| All | +42.9% | +46.4% | -3.4% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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