+17.7%
STM vs FANG
+228.0%
-210.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -1.9% |
| 7D | -1.1% | +1.2% | -2.3% | -1.4% |
| 30D | -7.8% | +2.4% | -10.2% | -8.4% |
| 3M | -28.2% | +5.1% | -33.3% | -29.6% |
| 6M | +52.0% | +16.4% | +35.6% | +43.8% |
| YTD | +96.4% | +39.0% | +57.4% | +75.5% |
| 1Y | +98.8% | +50.6% | +48.2% | +72.4% |
| 3Y | +18.3% | +46.9% | -28.7% | +0.9% |
| 5Y | +17.7% | +238.2% | -220.5% | -9.8% |
| All | +17.7% | +228.0% | -210.3% | -9.8% |
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 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