+5.6%
META vs SBAC
-2.9%
+8.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.9% |
| 7D | +5.2% | +0.6% | +4.5% | +5.2% |
| 30D | -13.0% | +5.5% | -18.5% | -13.0% |
| 3M | +7.9% | +3.1% | +4.9% | +8.0% |
| 6M | +4.2% | -7.0% | +11.3% | +4.1% |
| YTD | -2.5% | +0.5% | -3.0% | -2.1% |
| 1Y | +5.6% | +0.2% | +5.3% | +6.2% |
| All | +5.6% | -2.9% | +8.5% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling