+47.9%
SW vs FANG
+23.0%
+24.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +2.3% | -15.6% | +17.9% | +4.8% |
| 30D | +6.8% | -2.9% | +9.7% | +6.9% |
| 3M | -5.2% | -5.1% | -0.1% | -5.1% |
| 6M | +7.4% | -7.3% | +14.7% | +7.0% |
| YTD | +17.4% | +21.1% | -3.7% | +5.5% |
| 1Y | +27.1% | +30.2% | -3.1% | +11.1% |
| 3Y | +47.9% | +24.7% | +23.1% | +25.0% |
| All | +47.9% | +23.0% | +24.9% | +25.0% |
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