+901.9%
SPGI vs FANG
+1,373.6%
-471.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -2.5% | -1.7% | -0.7% | -2.2% |
| 30D | +5.4% | +6.8% | -1.3% | +4.4% |
| 3M | +9.0% | +1.3% | +7.8% | +8.6% |
| 6M | +0.8% | +11.8% | -11.0% | -1.4% |
| YTD | -12.6% | +35.1% | -47.6% | -16.8% |
| 1Y | -16.1% | +48.9% | -65.1% | -21.5% |
| 3Y | +19.0% | +42.8% | -23.8% | +10.4% |
| 5Y | +5.1% | +230.3% | -225.2% | -15.7% |
| 10Y | +295.5% | +167.0% | +128.4% | +178.8% |
| All | +901.9% | +1,373.6% | -471.7% | +459.1% |
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 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