+2.6%
META vs SFM
-38.3%
+40.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.2% |
| 7D | +3.3% | -6.9% | +10.2% | +2.1% |
| 30D | -10.8% | -25.0% | +14.2% | -14.4% |
| 3M | +7.9% | -42.7% | +50.6% | -1.5% |
| 6M | +5.4% | -41.0% | +46.4% | -2.2% |
| YTD | -2.6% | -38.7% | +36.1% | -5.1% |
| All | +2.6% | -38.3% | +40.9% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling