+1,497.9%
META vs SAP
+420.2%
+1,077.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.4% | -4.7% |
| 7D | -3.1% | +4.0% | -7.2% | -5.1% |
| 30D | -18.1% | +15.7% | -33.8% | -24.0% |
| 3M | +2.9% | +23.4% | -20.6% | -8.0% |
| 6M | +0.2% | +41.3% | -41.1% | -17.9% |
| YTD | -8.1% | +2.0% | -10.1% | -12.8% |
| 1Y | -4.5% | -5.1% | +0.6% | -5.7% |
| 3Y | +94.2% | +82.1% | +12.0% | +30.0% |
| 5Y | +79.1% | +77.2% | +1.9% | +19.6% |
| 10Y | +405.9% | +233.6% | +172.3% | +143.9% |
| All | +1,497.9% | +420.2% | +1,077.7% | +593.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling