+1,443.7%
FANG vs SPY
+569.9%
+873.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +2.1% |
| 7D | +1.2% | -2.0% | +3.2% | +3.6% |
| 30D | +2.4% | -1.7% | +4.0% | +4.3% |
| 3M | +5.1% | +4.7% | +0.3% | -1.7% |
| 6M | +16.4% | +12.5% | +3.9% | -1.5% |
| YTD | +39.0% | +11.7% | +27.2% | +18.2% |
| 1Y | +50.6% | +17.5% | +33.1% | +19.7% |
| 3Y | +46.9% | +76.6% | -29.6% | -32.0% |
| 5Y | +238.2% | +82.0% | +156.2% | +46.6% |
| 10Y | +181.3% | +317.1% | -135.9% | -57.4% |
| All | +1,443.7% | +569.9% | +873.8% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling