+50.0%
FANG vs SPY
+77.0%
-27.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | +2.9% | -0.8% | +3.7% | +3.4% |
| 30D | +2.6% | -1.1% | +3.7% | +3.3% |
| 3M | +7.6% | +3.9% | +3.7% | +4.3% |
| 6M | +17.3% | +13.6% | +3.7% | +5.6% |
| YTD | +38.7% | +12.7% | +26.0% | +25.5% |
| 1Y | +51.6% | +17.5% | +34.1% | +31.5% |
| 3Y | +50.0% | +76.9% | -26.9% | -0.2% |
| All | +50.0% | +77.0% | -27.0% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling