+3,343.4%
STX vs FANG
+182.5%
+3,160.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -2.3% | +2.9% | -5.1% | -2.8% |
| 30D | -5.5% | +2.6% | -8.1% | -6.0% |
| 3M | -4.3% | +7.6% | -11.9% | -5.7% |
| 6M | +115.6% | +17.3% | +98.3% | +108.4% |
| YTD | +202.2% | +38.7% | +163.5% | +182.1% |
| 1Y | +325.3% | +51.6% | +273.7% | +288.9% |
| 3Y | +1,283.9% | +50.0% | +1,234.0% | +1,153.8% |
| 5Y | +1,048.3% | +237.6% | +810.8% | +793.1% |
| All | +3,343.4% | +182.5% | +3,160.9% | +2,492.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling