+177.8%
SE vs FANG
+45.3%
+132.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -5.2% | +2.9% | -8.1% | -5.6% |
| 30D | -17.1% | +2.6% | -19.7% | -17.4% |
| 3M | +24.0% | +7.6% | +16.4% | +22.3% |
| 6M | +21.0% | +17.3% | +3.7% | +15.8% |
| YTD | -16.7% | +38.7% | -55.4% | -23.8% |
| 1Y | -45.9% | +51.6% | -97.6% | -52.1% |
| 3Y | +177.8% | +50.0% | +127.9% | +137.9% |
| All | +177.8% | +45.3% | +132.6% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling