+279.5%
SRE vs FANG
+1,412.9%
-1,133.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.8% | +2.9% | -3.7% | -1.2% |
| 30D | -3.0% | +2.6% | -5.6% | -3.3% |
| 3M | -8.3% | +7.6% | -15.9% | -9.2% |
| 6M | -8.9% | +17.3% | -26.2% | -10.9% |
| YTD | -4.3% | +38.7% | -42.9% | -8.3% |
| 1Y | +2.7% | +51.6% | -48.9% | -2.8% |
| 3Y | +28.7% | +50.0% | -21.3% | +20.7% |
| 5Y | +47.1% | +237.6% | -190.4% | +24.9% |
| 10Y | +121.7% | +180.7% | -59.0% | +71.2% |
| All | +279.5% | +1,412.9% | -1,133.4% | +157.8% |
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