+1,527.5%
META vs SAP
+359.5%
+1,168.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +6.7% | -2.9% | +9.6% | +8.2% |
| 30D | +4.8% | +9.0% | -4.3% | 0.0% |
| 3M | -1.6% | +14.9% | -16.6% | -9.2% |
| 6M | -7.5% | +11.9% | -19.4% | -14.7% |
| YTD | -6.4% | -9.9% | +3.5% | -5.1% |
| 1Y | -17.3% | -19.5% | +2.2% | -11.0% |
| 3Y | +109.9% | +61.8% | +48.1% | +49.4% |
| 5Y | +65.4% | +56.2% | +9.2% | +17.8% |
| 10Y | +391.8% | +180.6% | +211.2% | +157.7% |
| All | +1,527.5% | +359.5% | +1,168.0% | +654.1% |
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 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