+629.9%
SHW vs FANG
+1,416.0%
-786.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | -4.5% | +1.2% | -5.7% | -4.6% |
| 30D | -12.7% | +2.4% | -15.1% | -12.9% |
| 3M | +4.7% | +5.1% | -0.4% | +3.9% |
| 6M | -3.4% | +16.4% | -19.8% | -5.6% |
| YTD | -1.3% | +39.0% | -40.3% | -5.5% |
| 1Y | -10.4% | +50.6% | -61.0% | -15.1% |
| 3Y | +20.1% | +46.9% | -26.8% | +12.6% |
| 5Y | +10.5% | +238.2% | -227.8% | -7.9% |
| 10Y | +280.3% | +181.3% | +99.0% | +183.0% |
| All | +629.9% | +1,416.0% | -786.0% | +320.3% |
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