+79.1%
META vs SAP
+77.5%
+1.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.4% | -4.7% |
| 7D | -3.1% | +4.0% | -7.2% | -5.2% |
| 30D | -18.1% | +15.7% | -33.8% | -24.4% |
| 3M | +2.9% | +23.4% | -20.6% | -8.7% |
| 6M | +0.2% | +41.3% | -41.1% | -19.0% |
| YTD | -8.1% | +2.0% | -10.1% | -11.5% |
| 1Y | -4.5% | -5.1% | +0.6% | -3.1% |
| 3Y | +94.2% | +82.1% | +12.0% | +7.2% |
| 5Y | +79.1% | +77.2% | +1.9% | -8.6% |
| All | +79.1% | +77.5% | +1.6% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling