+233.5%
SPOT vs FANG
+45.3%
+188.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.1% | +2.9% | -6.0% | -3.3% |
| 30D | +7.4% | +2.6% | +4.8% | +7.1% |
| 3M | +8.2% | +7.6% | +0.6% | +7.4% |
| 6M | +2.2% | +17.3% | -15.1% | +0.3% |
| YTD | -9.5% | +38.7% | -48.1% | -12.6% |
| 1Y | -23.8% | +51.6% | -75.5% | -27.4% |
| 3Y | +233.5% | +50.0% | +183.5% | +232.6% |
| All | +233.5% | +45.3% | +188.2% | +232.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling