+83.1%
SPY vs FANG
+232.6%
-149.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | +2.9% | -3.7% | -1.2% |
| 30D | -1.1% | +2.6% | -3.7% | -1.5% |
| 3M | +3.9% | +7.6% | -3.7% | +2.3% |
| 6M | +13.6% | +17.3% | -3.7% | +9.5% |
| YTD | +12.7% | +38.7% | -26.0% | +4.9% |
| 1Y | +17.5% | +51.6% | -34.1% | +7.2% |
| 3Y | +76.9% | +50.0% | +26.9% | +58.4% |
| All | +83.1% | +232.6% | -149.5% | +43.4% |
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