+107.3%
META vs SBAC
-8.8%
+116.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +0.9% |
| 7D | +6.7% | -0.8% | +7.5% | +6.7% |
| 30D | +4.8% | +6.9% | -2.2% | +5.2% |
| 3M | -1.6% | -8.2% | +6.6% | -2.5% |
| 6M | -7.5% | -1.6% | -5.8% | -7.7% |
| YTD | -6.4% | -0.1% | -6.3% | -6.4% |
| 1Y | -17.3% | -0.5% | -16.9% | -17.3% |
| All | +107.3% | -8.8% | +116.1% | +107.8% |
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