+379.6%
META vs SAP
+178.8%
+200.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | +6.7% | -2.9% | +9.6% | +8.3% |
| 30D | +4.8% | +9.0% | -4.3% | -0.3% |
| 3M | -1.6% | +14.9% | -16.6% | -9.6% |
| 6M | -7.5% | +11.9% | -19.4% | -15.1% |
| YTD | -6.4% | -9.9% | +3.5% | -4.9% |
| 1Y | -17.3% | -19.5% | +2.2% | -10.2% |
| 3Y | +109.9% | +61.8% | +48.1% | +42.7% |
| 5Y | +65.4% | +56.2% | +9.2% | +11.8% |
| All | +379.6% | +178.8% | +200.8% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling