+249.1%
META vs SE
+365.4%
-116.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.7% | +1.7% | -2.6% |
| 7D | -3.1% | -1.2% | -1.9% | -2.8% |
| 30D | -18.1% | -21.7% | +3.5% | -13.4% |
| 3M | +2.9% | -34.2% | +37.0% | +12.7% |
| 6M | +0.2% | -10.5% | +10.7% | +1.6% |
| YTD | -8.1% | -40.7% | +32.6% | +1.7% |
| 1Y | -4.5% | -52.1% | +47.5% | +10.7% |
| 3Y | +94.2% | +68.9% | +25.3% | +62.3% |
| 5Y | +79.1% | -78.9% | +157.9% | +108.3% |
| All | +249.1% | +365.4% | -116.3% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling