+1,497.9%
META vs SAN
+323.0%
+1,174.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -3.1% | +3.5% | -6.6% | -4.2% |
| 30D | -18.1% | -13.2% | -4.9% | -14.6% |
| 3M | +2.9% | -16.9% | +19.8% | +8.6% |
| 6M | +0.2% | +2.3% | -2.2% | -1.0% |
| YTD | -8.1% | +4.9% | -13.0% | -10.2% |
| 1Y | -4.5% | +20.4% | -25.0% | -10.6% |
| 3Y | +94.2% | +243.2% | -149.0% | +31.7% |
| 5Y | +79.1% | +275.3% | -196.2% | +15.9% |
| 10Y | +405.9% | +254.0% | +151.9% | +216.3% |
| All | +1,497.9% | +323.0% | +1,174.9% | +996.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling