+225.6%
FANG vs SNY
+9.4%
+216.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.9% | -3.3% | +6.2% | +3.1% |
| 30D | +2.6% | -2.2% | +4.8% | +2.8% |
| 3M | +7.6% | -3.0% | +10.6% | +7.7% |
| 6M | +17.3% | +2.7% | +14.6% | +16.6% |
| YTD | +38.7% | -6.8% | +45.5% | +39.3% |
| 1Y | +51.6% | -5.3% | +56.9% | +51.9% |
| 3Y | +50.0% | -9.8% | +59.7% | +49.4% |
| All | +225.6% | +9.4% | +216.1% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling