+79.1%
META vs SAN
+272.3%
-193.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -3.1% | +3.5% | -6.6% | -4.7% |
| 30D | -18.1% | -13.2% | -4.9% | -13.0% |
| 3M | +2.9% | -16.9% | +19.8% | +11.3% |
| 6M | +0.2% | +2.3% | -2.2% | -1.7% |
| YTD | -8.1% | +4.9% | -13.0% | -11.7% |
| 1Y | -4.5% | +20.4% | -25.0% | -13.9% |
| 3Y | +94.2% | +243.2% | -149.0% | +3.0% |
| 5Y | +79.1% | +275.3% | -196.2% | -19.6% |
| All | +79.1% | +272.3% | -193.2% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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