+274.3%
SAP vs FANG
+1,373.6%
-1,099.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -0.3% | -1.7% | +1.5% | -0.1% |
| 30D | +2.6% | +6.8% | -4.2% | +1.8% |
| 3M | +16.3% | +1.3% | +15.0% | +15.8% |
| 6M | +6.4% | +11.8% | -5.4% | +4.5% |
| YTD | -11.4% | +35.1% | -46.5% | -15.1% |
| 1Y | -20.4% | +48.9% | -69.3% | -24.8% |
| 3Y | +56.5% | +42.8% | +13.7% | +46.5% |
| 5Y | +56.8% | +230.3% | -173.5% | +29.3% |
| 10Y | +176.2% | +167.0% | +9.2% | +108.4% |
| All | +274.3% | +1,373.6% | -1,099.3% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling