+230.2%
SU vs FANG
+1,412.9%
-1,182.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.2% | +2.9% | -0.7% | +0.8% |
| 30D | +8.4% | +2.6% | +5.8% | +7.1% |
| 3M | +12.1% | +7.6% | +4.5% | +8.1% |
| 6M | +19.7% | +17.3% | +2.4% | +10.4% |
| YTD | +58.4% | +38.7% | +19.7% | +34.0% |
| 1Y | +67.2% | +51.6% | +15.6% | +34.8% |
| 3Y | +125.0% | +50.0% | +75.1% | +80.1% |
| 5Y | +355.1% | +237.6% | +117.5% | +149.0% |
| 10Y | +263.7% | +180.7% | +83.0% | +67.1% |
| All | +230.2% | +1,412.9% | -1,182.7% | -1.7% |
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