+233.7%
FANG vs SUI
-32.5%
+266.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | -0.4% | -4.3% | +3.9% | +0.3% |
| 30D | +2.4% | -2.1% | +4.5% | +2.7% |
| 3M | +4.9% | -6.1% | +11.0% | +5.9% |
| 6M | +12.0% | -12.8% | +24.8% | +14.5% |
| YTD | +37.1% | -4.6% | +41.7% | +37.6% |
| 1Y | +52.3% | -7.7% | +60.0% | +53.7% |
| 3Y | +45.0% | +10.9% | +34.0% | +39.6% |
| All | +233.7% | -32.5% | +266.2% | +255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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