+432.9%
SNXX vs FANG
+31.9%
+401.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +22.5% |
| 7D | +34.9% | +0.8% | +34.1% | +35.3% |
| 30D | +52.5% | +7.6% | +44.9% | +59.3% |
| 3M | -41.3% | -1.3% | -40.0% | -40.3% |
| 6M | +293.8% | +14.7% | +279.1% | +387.2% |
| All | +432.9% | +31.9% | +401.0% | +666.4% |
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 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