+36.4%
FANG vs SNY
+3.0%
+33.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.7% | -9.6% | -3.9% |
| 7D | -11.3% | +12.4% | -23.7% | -9.3% |
| 30D | -0.7% | +20.1% | -20.8% | +2.8% |
| 3M | -4.2% | +11.2% | -15.4% | -2.0% |
| 6M | -13.5% | +9.5% | -23.0% | -11.6% |
| YTD | +23.7% | +3.4% | +20.3% | +27.3% |
| All | +36.4% | +3.0% | +33.4% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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