+568.6%
SE vs FANG
+162.3%
+406.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.3% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | -5.3% | +2.4% | -7.7% | -5.8% |
| 3M | +28.1% | +4.9% | +23.2% | +26.3% |
| 6M | +20.7% | +12.0% | +8.6% | +16.8% |
| YTD | -14.8% | +37.1% | -51.9% | -20.9% |
| 1Y | -43.6% | +52.3% | -95.8% | -48.9% |
| 3Y | +184.2% | +45.0% | +139.3% | +156.8% |
| 5Y | -66.3% | +231.0% | -297.3% | -73.4% |
| All | +568.6% | +162.3% | +406.3% | +397.4% |
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