+1,400.5%
FANG vs STT
+553.6%
+846.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.0% |
| 7D | -1.7% | +2.2% | -3.9% | -3.1% |
| 30D | +6.8% | +3.9% | +2.9% | +3.9% |
| 3M | +1.3% | +19.2% | -17.9% | -10.4% |
| 6M | +11.8% | +60.4% | -48.6% | -19.6% |
| YTD | +35.1% | +51.5% | -16.4% | -0.1% |
| 1Y | +48.9% | +76.3% | -27.3% | -1.2% |
| 3Y | +42.8% | +200.7% | -157.9% | -35.7% |
| 5Y | +230.3% | +157.5% | +72.8% | +53.3% |
| 10Y | +167.0% | +262.0% | -95.0% | -2.3% |
| All | +1,400.5% | +553.6% | +846.9% | +343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling