+1,527.5%
META vs SBAC
+314.9%
+1,212.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +6.7% | -0.8% | +7.5% | +6.9% |
| 30D | +4.8% | +6.9% | -2.2% | +2.7% |
| 3M | -1.6% | -8.2% | +6.6% | +0.6% |
| 6M | -7.5% | -1.6% | -5.8% | -8.4% |
| YTD | -6.4% | -0.1% | -6.3% | -8.0% |
| 1Y | -17.3% | -0.5% | -16.9% | -18.9% |
| 3Y | +109.9% | -9.1% | +119.0% | +103.0% |
| 5Y | +65.4% | -43.8% | +109.1% | +92.0% |
| 10Y | +391.8% | +80.5% | +311.3% | +261.8% |
| All | +1,527.5% | +314.9% | +1,212.6% | +620.8% |
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