+404.3%
META vs SAP
+216.8%
+187.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +5.0% | +3.0% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -15.4% | +11.1% | -26.5% | -20.3% |
| 3M | +3.5% | +17.0% | -13.5% | -5.6% |
| 6M | -0.3% | +34.8% | -35.1% | -17.5% |
| YTD | -7.3% | -2.2% | -5.1% | -10.3% |
| 1Y | -1.1% | -6.4% | +5.4% | -1.7% |
| 3Y | +95.1% | +75.1% | +19.9% | +26.6% |
| 5Y | +80.6% | +69.8% | +10.7% | +16.3% |
| All | +404.3% | +216.8% | +187.5% | +105.1% |
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