+287.4%
SYY vs FANG
+1,412.9%
-1,125.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.9% | +2.9% | +1.1% | +3.4% |
| 30D | -1.7% | +2.6% | -4.4% | -2.3% |
| 3M | +5.2% | +7.6% | -2.4% | +3.3% |
| 6M | -0.2% | +17.3% | -17.5% | -4.2% |
| YTD | +15.4% | +38.7% | -23.3% | +6.9% |
| 1Y | +5.6% | +51.6% | -46.1% | -4.2% |
| 3Y | +28.9% | +50.0% | -21.1% | +14.2% |
| 5Y | +24.1% | +237.6% | -213.5% | -11.3% |
| 10Y | +116.2% | +180.7% | -64.4% | +23.5% |
| All | +287.4% | +1,412.9% | -1,125.5% | +91.2% |
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