+365.4%
STX vs FANG
+43.7%
+321.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.2% | +6.4% |
| 7D | +2.4% | +0.8% | +1.6% | +2.3% |
| 30D | +1.4% | +7.6% | -6.2% | +1.3% |
| 3M | -8.2% | -1.3% | -6.9% | -8.7% |
| 6M | +127.0% | +14.7% | +112.4% | +133.6% |
| YTD | +209.1% | +34.8% | +174.4% | +233.6% |
| 1Y | +365.4% | +42.9% | +322.5% | +410.8% |
| All | +365.4% | +43.7% | +321.7% | +410.8% |
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 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