+0.8%
SPGI vs FANG
+232.6%
-231.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -7.4% | +2.9% | -10.3% | -7.6% |
| 30D | +0.4% | +2.6% | -2.2% | +0.1% |
| 3M | +5.3% | +7.6% | -2.3% | +4.4% |
| 6M | +1.7% | +17.3% | -15.7% | -0.5% |
| YTD | -16.4% | +38.7% | -55.0% | -19.8% |
| 1Y | -20.5% | +51.6% | -72.1% | -24.7% |
| 3Y | +14.2% | +50.0% | -35.7% | +6.5% |
| All | +0.8% | +232.6% | -231.8% | -8.5% |
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