-75.5%
SMR vs FANG
+52.7%
-128.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.5% | -15.7% |
| 7D | -11.2% | +2.9% | -14.1% | -10.2% |
| 30D | -10.2% | +2.6% | -12.8% | -9.2% |
| 3M | -10.0% | +7.6% | -17.6% | -6.4% |
| 6M | -30.5% | +17.3% | -47.8% | -27.7% |
| YTD | -39.2% | +38.7% | -77.9% | -36.3% |
| 1Y | -75.5% | +51.6% | -127.2% | -71.9% |
| All | -75.5% | +52.7% | -128.2% | -71.9% |
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 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