+181.9%
FANG vs SPG
+64.5%
+117.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +2.9% | -1.2% | +4.0% | +3.6% |
| 30D | +2.6% | -6.1% | +8.8% | +6.5% |
| 3M | +7.6% | -3.6% | +11.2% | +9.3% |
| 6M | +17.3% | +10.4% | +6.9% | +8.3% |
| YTD | +38.7% | +14.4% | +24.3% | +24.8% |
| 1Y | +51.6% | +16.5% | +35.1% | +34.4% |
| 3Y | +50.0% | +106.8% | -56.8% | -10.5% |
| 5Y | +237.6% | +108.9% | +128.7% | +93.0% |
| All | +181.9% | +64.5% | +117.4% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling