+50.3%
FANG vs STT
+194.3%
-144.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +1.2% | -1.4% | +2.6% | +1.7% |
| 30D | +2.4% | +2.2% | +0.2% | +1.5% |
| 3M | +5.1% | +18.8% | -13.7% | -2.0% |
| 6M | +16.4% | +57.9% | -41.5% | -4.4% |
| YTD | +39.0% | +51.0% | -12.0% | +15.6% |
| 1Y | +50.6% | +77.1% | -26.5% | +14.4% |
| All | +50.3% | +194.3% | -144.0% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling