+93.4%
META vs SFM
+24.6%
+68.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.1% | +1.2% | -3.7% |
| 7D | -3.1% | +7.5% | -10.6% | -3.5% |
| 30D | -18.1% | -20.8% | +2.7% | -17.2% |
| 3M | +2.9% | -39.4% | +42.2% | +6.3% |
| 6M | +0.2% | -34.5% | +34.7% | +2.4% |
| YTD | -8.1% | -35.2% | +27.1% | -6.0% |
| 1Y | -4.5% | -35.3% | +30.8% | -2.6% |
| All | +93.4% | +24.6% | +68.9% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling