+1,440.5%
FANG vs SNY
+72.9%
+1,367.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.9% | -3.3% | +6.2% | +3.9% |
| 30D | +2.6% | -2.2% | +4.8% | +3.2% |
| 3M | +7.6% | -3.0% | +10.6% | +8.2% |
| 6M | +17.3% | +2.7% | +14.6% | +15.3% |
| YTD | +38.7% | -6.8% | +45.5% | +40.3% |
| 1Y | +51.6% | -5.3% | +56.9% | +52.2% |
| 3Y | +50.0% | -9.8% | +59.7% | +48.2% |
| 5Y | +237.6% | +9.7% | +227.9% | +200.2% |
| 10Y | +180.7% | +64.5% | +116.2% | +114.1% |
| All | +1,440.5% | +72.9% | +1,367.6% | +1,050.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling