+462.9%
META vs SFM
+140.2%
+322.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.8% |
| 7D | +5.2% | +6.0% | -0.9% | +4.5% |
| 30D | -13.0% | -19.5% | +6.5% | -11.4% |
| 3M | +7.9% | -37.0% | +45.0% | +13.0% |
| 6M | +4.2% | -41.0% | +45.3% | +9.6% |
| YTD | -2.5% | -34.6% | +32.1% | +0.4% |
| 1Y | +5.6% | -36.3% | +41.8% | +9.1% |
| 3Y | +96.8% | +24.5% | +72.3% | +84.6% |
| 5Y | +90.0% | +115.9% | -25.8% | +64.1% |
| All | +462.9% | +140.2% | +322.8% | +385.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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