+51.6%
FANG vs STT
+78.9%
-27.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.1% |
| 7D | +2.9% | -0.4% | +3.3% | +2.9% |
| 30D | +2.6% | +1.7% | +0.9% | +2.8% |
| 3M | +7.6% | +17.9% | -10.3% | +8.6% |
| 6M | +17.3% | +55.3% | -38.0% | +18.6% |
| YTD | +38.7% | +52.7% | -14.0% | +39.7% |
| 1Y | +51.6% | +75.7% | -24.0% | +49.0% |
| All | +51.6% | +78.9% | -27.3% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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