+1,397.3%
FANG vs SUI
+346.8%
+1,050.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.8% | -2.8% | +3.6% | +1.5% |
| 30D | +7.6% | -1.2% | +8.8% | +7.8% |
| 3M | -1.3% | -1.7% | +0.4% | -1.1% |
| 6M | +14.7% | -10.5% | +25.1% | +17.4% |
| YTD | +34.8% | -1.8% | +36.6% | +34.7% |
| 1Y | +42.9% | -4.1% | +47.0% | +43.5% |
| 3Y | +43.8% | +11.3% | +32.5% | +36.6% |
| 5Y | +225.8% | -32.1% | +257.9% | +250.6% |
| 10Y | +171.9% | +110.4% | +61.4% | +130.9% |
| All | +1,397.3% | +346.8% | +1,050.5% | +948.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling