+19.6%
SW vs FANG
+43.5%
-23.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.6% |
| 7D | -5.1% | +0.8% | -5.9% | -5.2% |
| 30D | -4.6% | +7.6% | -12.2% | -5.9% |
| 3M | +9.4% | -1.3% | +10.7% | +9.3% |
| 6M | +3.5% | +14.7% | -11.2% | -2.3% |
| YTD | +22.0% | +34.8% | -12.8% | +9.2% |
| 1Y | +2.2% | +42.9% | -40.7% | -10.6% |
| All | +19.6% | +43.5% | -23.9% | +4.3% |
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