+50.3%
FANG vs SN
+349.8%
-299.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.3% | +1.9% |
| 7D | +1.2% | -7.2% | +8.4% | +2.1% |
| 30D | +2.4% | -13.4% | +15.8% | +4.1% |
| 3M | +5.1% | +26.8% | -21.7% | +0.6% |
| 6M | +16.4% | +44.6% | -28.2% | +8.1% |
| YTD | +39.0% | +45.3% | -6.3% | +28.3% |
| 1Y | +50.6% | +40.1% | +10.5% | +39.7% |
| All | +50.3% | +349.8% | -299.6% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling