+425.7%
META vs SBAC
+97.3%
+328.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | +5.7% | +3.0% | +2.7% | +4.9% |
| 30D | -10.8% | +4.3% | -15.1% | -11.9% |
| 3M | +8.4% | +4.1% | +4.3% | +6.8% |
| 6M | +5.4% | -11.6% | +17.0% | +8.1% |
| YTD | -2.6% | +0.4% | -3.0% | -4.6% |
| 1Y | +3.5% | -1.1% | +4.6% | +1.8% |
| 3Y | +102.0% | -7.3% | +109.3% | +94.2% |
| 5Y | +93.1% | -40.8% | +133.8% | +120.9% |
| 10Y | +425.7% | +103.0% | +322.7% | +322.5% |
| All | +425.7% | +97.3% | +328.4% | +322.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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