+113.9%
SOXX vs FANG
+43.7%
+70.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.3% |
| 7D | +2.2% | +0.8% | +1.4% | +2.3% |
| 30D | -2.0% | +7.6% | -9.6% | -1.3% |
| 3M | -13.7% | -1.3% | -12.4% | -13.2% |
| 6M | +52.4% | +14.7% | +37.7% | +53.4% |
| YTD | +72.8% | +34.8% | +38.0% | +72.8% |
| 1Y | +113.9% | +42.9% | +71.0% | +113.1% |
| All | +113.9% | +43.7% | +70.2% | +113.1% |
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