+95.1%
META vs SBAC
-10.4%
+105.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.7% |
| 7D | -0.8% | +1.2% | -2.0% | -0.7% |
| 30D | -15.4% | +11.2% | -26.6% | -14.7% |
| 3M | +3.5% | +4.5% | -0.9% | +4.0% |
| 6M | -0.3% | -12.2% | +11.9% | -1.5% |
| YTD | -7.3% | -0.1% | -7.2% | -7.2% |
| 1Y | -1.1% | -0.3% | -0.8% | -1.0% |
| 3Y | +95.1% | -8.7% | +103.8% | +86.0% |
| All | +95.1% | -10.4% | +105.4% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling