+99.6%
STM vs FANG
+43.7%
+55.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.7% |
| 7D | +5.8% | +0.8% | +5.0% | +5.8% |
| 30D | -1.0% | +7.6% | -8.6% | -0.3% |
| 3M | -33.3% | -1.3% | -32.0% | -33.0% |
| 6M | +57.4% | +14.7% | +42.7% | +59.5% |
| YTD | +102.2% | +34.8% | +67.4% | +106.7% |
| 1Y | +99.6% | +42.9% | +56.7% | +108.9% |
| All | +99.6% | +43.7% | +55.9% | +108.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling