+1,396.1%
XLK vs FANG
+1,412.9%
-16.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | +2.9% | -2.7% | -0.2% |
| 30D | -0.6% | +2.6% | -3.2% | -1.1% |
| 3M | +2.6% | +7.6% | -5.0% | +1.1% |
| 6M | +34.0% | +17.3% | +16.6% | +29.9% |
| YTD | +30.7% | +38.7% | -8.0% | +23.2% |
| 1Y | +39.2% | +51.6% | -12.4% | +29.2% |
| 3Y | +120.4% | +50.0% | +70.5% | +102.7% |
| 5Y | +148.8% | +237.6% | -88.8% | +99.9% |
| 10Y | +803.3% | +180.7% | +622.6% | +565.1% |
| All | +1,396.1% | +1,412.9% | -16.8% | +773.5% |
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