+34.3%
FANG vs SN
+156.5%
-122.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.1% | -9.0% | -4.1% |
| 7D | -11.3% | +10.6% | -22.0% | -9.4% |
| 30D | -0.7% | +20.0% | -20.7% | +3.1% |
| 3M | -4.2% | +30.4% | -34.5% | +1.4% |
| 6M | -13.5% | +91.0% | -104.5% | -3.1% |
| YTD | +23.7% | +95.9% | -72.2% | +38.3% |
| 1Y | +34.3% | +158.9% | -124.6% | +47.1% |
| All | +34.3% | +156.5% | -122.1% | +47.1% |
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