+51.6%
FANG vs SN
+38.1%
+13.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.4% |
| 7D | +2.9% | -7.3% | +10.1% | +1.8% |
| 30D | +2.6% | -13.6% | +16.2% | +0.7% |
| 3M | +7.6% | +18.6% | -11.0% | +9.8% |
| 6M | +17.3% | +46.0% | -28.7% | +21.9% |
| YTD | +38.7% | +43.7% | -5.0% | +43.5% |
| 1Y | +51.6% | +39.2% | +12.5% | +51.6% |
| All | +51.6% | +38.1% | +13.6% | +51.6% |
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