+5,636.7%
STX vs FANG
+1,395.6%
+4,241.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | +9.6% | -0.4% | +10.0% | +9.6% |
| 30D | +10.6% | +2.4% | +8.2% | +10.0% |
| 3M | +4.8% | +4.9% | -0.1% | +3.6% |
| 6M | +137.3% | +12.0% | +125.2% | +130.9% |
| YTD | +222.5% | +37.1% | +185.4% | +200.2% |
| 1Y | +366.2% | +52.3% | +314.0% | +323.1% |
| 3Y | +1,352.9% | +45.0% | +1,307.9% | +1,215.1% |
| 5Y | +1,077.4% | +231.0% | +846.5% | +792.7% |
| 10Y | +3,621.5% | +177.5% | +3,444.0% | +2,467.0% |
| All | +5,636.7% | +1,395.6% | +4,241.1% | +2,562.5% |
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