+97.6%
META vs SCHG
+69.8%
+27.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.9% |
| 7D | +3.3% | -1.3% | +4.6% | +4.9% |
| 30D | -10.8% | -7.9% | -2.9% | -0.5% |
| 3M | +7.9% | -5.4% | +13.3% | +16.2% |
| 6M | +5.4% | -0.6% | +6.0% | +6.2% |
| YTD | -2.6% | +4.1% | -6.7% | -7.6% |
| 1Y | +1.9% | +2.8% | -0.9% | -1.9% |
| 3Y | +97.0% | +77.7% | +19.3% | -11.2% |
| 5Y | +97.6% | +71.3% | +26.3% | -2.9% |
| All | +97.6% | +69.8% | +27.8% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling