+572.6%
SPY vs FANG
+1,416.0%
-843.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -2.0% | +1.2% | -3.2% | -2.2% |
| 30D | -1.7% | +2.4% | -4.0% | -2.0% |
| 3M | +4.7% | +5.1% | -0.3% | +3.6% |
| 6M | +12.5% | +16.4% | -3.9% | +9.2% |
| YTD | +11.7% | +39.0% | -27.2% | +5.2% |
| 1Y | +17.5% | +50.6% | -33.1% | +9.0% |
| 3Y | +76.6% | +46.9% | +29.6% | +62.3% |
| 5Y | +82.0% | +238.2% | -156.2% | +44.5% |
| 10Y | +317.1% | +181.3% | +135.9% | +201.0% |
| All | +572.6% | +1,416.0% | -843.4% | +273.9% |
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