+225.6%
FANG vs SPYG
+85.2%
+140.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | +2.9% | -0.9% | +3.8% | +3.3% |
| 30D | +2.6% | -1.5% | +4.1% | +3.3% |
| 3M | +7.6% | +3.7% | +3.8% | +5.1% |
| 6M | +17.3% | +16.4% | +0.9% | +7.3% |
| YTD | +38.7% | +13.3% | +25.3% | +28.4% |
| 1Y | +51.6% | +17.9% | +33.8% | +36.7% |
| 3Y | +50.0% | +98.3% | -48.4% | -1.0% |
| All | +225.6% | +85.2% | +140.4% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 5y: compounded portfolio wealth divided by compounded SPYG 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…
5y analysis · Full analysis span regression · 6 months rolling