+1,422.9%
FANG vs SPG
+169.8%
+1,253.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.9% |
| 7D | -0.4% | -1.7% | +1.3% | +0.6% |
| 30D | +2.4% | -6.3% | +8.7% | +6.3% |
| 3M | +4.9% | -2.4% | +7.3% | +5.7% |
| 6M | +12.0% | +9.6% | +2.4% | +4.1% |
| YTD | +37.1% | +14.2% | +22.9% | +23.9% |
| 1Y | +52.3% | +19.3% | +33.0% | +33.5% |
| 3Y | +45.0% | +106.7% | -61.8% | -11.8% |
| 5Y | +231.0% | +104.2% | +126.8% | +96.2% |
| 10Y | +177.5% | +63.7% | +113.8% | +54.9% |
| All | +1,422.9% | +169.8% | +1,253.1% | +587.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling