+62.8%
META vs SE
-68.6%
+131.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +6.7% | -6.1% | +12.8% | +8.5% |
| 30D | +4.8% | -2.5% | +7.2% | +5.0% |
| 3M | -1.6% | +21.7% | -23.3% | -7.1% |
| 6M | -7.5% | +27.0% | -34.5% | -14.3% |
| YTD | -6.4% | -12.1% | +5.7% | -5.2% |
| 1Y | -17.3% | -40.9% | +23.6% | -7.4% |
| 3Y | +109.9% | +191.0% | -81.1% | +46.2% |
| All | +62.8% | -68.6% | +131.4% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling