+1,048.0%
STX vs FANG
+232.6%
+815.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | -2.3% | +2.9% | -5.1% | -3.0% |
| 30D | -5.5% | +2.6% | -8.1% | -6.2% |
| 3M | -4.3% | +7.6% | -11.9% | -6.2% |
| 6M | +115.6% | +17.3% | +98.3% | +105.7% |
| YTD | +202.2% | +38.7% | +163.5% | +174.5% |
| 1Y | +325.3% | +51.6% | +273.7% | +274.4% |
| 3Y | +1,283.9% | +50.0% | +1,234.0% | +1,092.8% |
| All | +1,048.0% | +232.6% | +815.4% | +697.8% |
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