+181.9%
FANG vs SPXU
-99.6%
+281.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -1.1% |
| 7D | +2.9% | +2.5% | +0.4% | +3.9% |
| 30D | +2.6% | +4.2% | -1.6% | +4.3% |
| 3M | +7.6% | -9.3% | +16.8% | +3.6% |
| 6M | +17.3% | -30.7% | +48.0% | +1.6% |
| YTD | +38.7% | -28.1% | +66.8% | +22.3% |
| 1Y | +51.6% | -35.2% | +86.9% | +28.8% |
| 3Y | +50.0% | -79.9% | +129.9% | -12.3% |
| 5Y | +237.6% | -86.4% | +323.9% | +99.1% |
| All | +181.9% | -99.6% | +281.5% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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