+1,537.1%
SOXX vs FANG
+182.5%
+1,354.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.4% | +2.9% | -1.5% | +0.8% |
| 30D | -3.6% | +2.6% | -6.2% | -4.2% |
| 3M | -10.2% | +7.6% | -17.7% | -11.9% |
| 6M | +54.2% | +17.3% | +36.9% | +47.6% |
| YTD | +75.2% | +38.7% | +36.5% | +61.1% |
| 1Y | +107.5% | +51.6% | +55.9% | +86.6% |
| 3Y | +226.8% | +50.0% | +176.8% | +191.8% |
| 5Y | +251.2% | +237.6% | +13.7% | +162.9% |
| All | +1,537.1% | +182.5% | +1,354.6% | +1,042.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling