+1,062.5%
STM vs FANG
+1,373.6%
-311.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +5.2% | -1.7% | +6.9% | +5.6% |
| 30D | -7.4% | +6.8% | -14.1% | -8.9% |
| 3M | -30.6% | +1.3% | -31.9% | -31.3% |
| 6M | +66.4% | +11.8% | +54.6% | +60.3% |
| YTD | +101.1% | +35.1% | +66.1% | +84.5% |
| 1Y | +97.4% | +48.9% | +48.4% | +76.0% |
| 3Y | +21.1% | +42.8% | -21.7% | +7.7% |
| 5Y | +22.5% | +230.3% | -207.8% | -12.7% |
| 10Y | +657.6% | +167.0% | +490.6% | +373.4% |
| All | +1,062.5% | +1,373.6% | -311.1% | +360.7% |
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