-18.7%
SAP vs FANG
+52.7%
-71.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.1% | +2.9% | -7.0% | -3.5% |
| 30D | +1.1% | +2.6% | -1.5% | +1.7% |
| 3M | +26.1% | +7.6% | +18.5% | +28.0% |
| 6M | +9.8% | +17.3% | -7.5% | +12.9% |
| YTD | -13.6% | +38.7% | -52.2% | -9.3% |
| 1Y | -18.7% | +51.6% | -70.3% | -15.8% |
| All | -18.7% | +52.7% | -71.3% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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