+1,497.9%
META vs SBAC
+322.8%
+1,175.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.6% |
| 7D | -3.1% | +4.4% | -7.5% | -4.3% |
| 30D | -18.1% | +13.8% | -31.9% | -21.3% |
| 3M | +2.9% | +9.0% | -6.1% | -0.1% |
| 6M | +0.2% | -10.0% | +10.2% | +2.4% |
| YTD | -8.1% | +1.8% | -9.9% | -10.6% |
| 1Y | -4.5% | +1.1% | -5.7% | -7.0% |
| 3Y | +94.2% | -9.5% | +103.7% | +88.6% |
| 5Y | +79.1% | -39.0% | +118.1% | +101.7% |
| 10Y | +405.9% | +101.1% | +304.8% | +256.2% |
| All | +1,497.9% | +322.8% | +1,175.1% | +600.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling