-1.7%
SW vs FANG
+108.5%
-110.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.3% | -2.1% |
| 7D | -3.0% | +2.1% | -5.1% | -3.2% |
| 30D | +4.2% | -7.5% | +11.6% | +5.0% |
| 3M | -11.5% | -8.2% | -3.3% | -10.9% |
| 6M | +8.6% | -6.4% | +15.0% | +8.5% |
| YTD | +15.0% | +24.1% | -9.1% | +7.9% |
| 1Y | +25.7% | +28.5% | -2.8% | +16.9% |
| 3Y | +44.8% | +29.8% | +15.0% | +33.2% |
| 5Y | -1.7% | +105.2% | -107.0% | -16.1% |
| All | -1.7% | +108.5% | -110.2% | -16.1% |
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