+1,283.9%
STX vs FANG
+45.3%
+1,238.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -2.3% | +2.9% | -5.1% | -2.9% |
| 30D | -5.5% | +2.6% | -8.1% | -6.1% |
| 3M | -4.3% | +7.6% | -11.9% | -5.9% |
| 6M | +115.6% | +17.3% | +98.3% | +107.1% |
| YTD | +202.2% | +38.7% | +163.5% | +177.7% |
| 1Y | +325.3% | +51.6% | +273.7% | +278.4% |
| 3Y | +1,283.9% | +50.0% | +1,234.0% | +1,190.1% |
| All | +1,283.9% | +45.3% | +1,238.6% | +1,190.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling