+270.1%
META vs SE
+372.6%
-102.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +3.3% | 0.0% | +3.2% | +3.3% |
| 30D | -10.8% | -19.4% | +8.6% | -6.2% |
| 3M | +7.9% | -33.1% | +41.0% | +17.8% |
| 6M | +5.4% | -11.4% | +16.8% | +7.2% |
| YTD | -2.6% | -39.8% | +37.2% | +7.5% |
| 1Y | +1.9% | -50.5% | +52.3% | +17.3% |
| 3Y | +97.0% | +68.9% | +28.1% | +64.7% |
| 5Y | +97.6% | -77.1% | +174.7% | +126.3% |
| All | +270.1% | +372.6% | -102.6% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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