-14.4%
SMR vs FANG
+80.6%
-95.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.5% | -15.6% |
| 7D | -11.2% | +2.9% | -14.1% | -12.3% |
| 30D | -10.2% | +2.6% | -12.8% | -11.5% |
| 3M | -10.0% | +7.6% | -17.6% | -14.3% |
| 6M | -30.5% | +17.3% | -47.8% | -38.1% |
| YTD | -39.2% | +38.7% | -77.9% | -51.0% |
| 1Y | -75.5% | +51.6% | -127.2% | -81.5% |
| 3Y | +45.4% | +50.0% | -4.5% | +11.5% |
| All | -14.4% | +80.6% | -95.0% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling