+418.8%
META vs SCHG
+443.8%
-25.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.7% | +7.2% | +7.4% |
| 7D | +10.3% | -0.9% | +11.1% | +11.4% |
| 30D | +9.9% | -2.3% | +12.2% | +13.0% |
| 3M | +11.9% | +4.5% | +7.4% | +6.0% |
| 6M | +1.2% | +13.6% | -12.4% | -13.3% |
| YTD | -0.8% | +7.6% | -8.4% | -9.1% |
| 1Y | -14.3% | +13.0% | -27.4% | -26.3% |
| 3Y | +121.4% | +87.0% | +34.4% | +3.4% |
| 5Y | +74.5% | +82.9% | -8.4% | -13.0% |
| 10Y | +418.8% | +453.6% | -34.8% | -29.8% |
| All | +418.8% | +443.8% | -25.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling