+34.3%
FANG vs SPMO
+11.0%
+23.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -5.1% |
| 7D | -11.3% | -8.9% | -2.4% | -12.8% |
| 30D | -0.7% | -13.8% | +13.1% | -3.3% |
| 3M | -4.2% | -12.5% | +8.4% | -6.4% |
| 6M | -13.5% | -1.5% | -12.0% | -10.3% |
| YTD | +23.7% | +11.3% | +12.4% | +34.2% |
| 1Y | +34.3% | +11.5% | +22.9% | +46.2% |
| All | +34.3% | +11.0% | +23.4% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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