+45.5%
SRE vs FANG
+232.6%
-187.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.8% | +2.9% | -3.7% | -1.3% |
| 30D | -3.0% | +2.6% | -5.6% | -3.5% |
| 3M | -8.3% | +7.6% | -15.9% | -9.6% |
| 6M | -8.9% | +17.3% | -26.2% | -12.0% |
| YTD | -4.3% | +38.7% | -42.9% | -10.5% |
| 1Y | +2.7% | +51.6% | -48.9% | -5.7% |
| 3Y | +28.7% | +50.0% | -21.3% | +15.8% |
| All | +45.5% | +232.6% | -187.1% | +13.1% |
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 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