+251.0%
SO vs FANG
+1,395.6%
-1,144.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | -2.5% | +2.4% | -4.9% | -2.6% |
| 3M | -4.2% | +4.9% | -9.1% | -4.4% |
| 6M | -7.7% | +12.0% | -19.7% | -8.2% |
| YTD | +3.8% | +37.1% | -33.3% | +2.2% |
| 1Y | +0.1% | +52.3% | -52.2% | -2.0% |
| 3Y | +44.2% | +45.0% | -0.7% | +40.7% |
| 5Y | +57.9% | +231.0% | -173.1% | +47.3% |
| 10Y | +162.0% | +177.5% | -15.5% | +131.4% |
| All | +251.0% | +1,395.6% | -1,144.6% | +185.7% |
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