+62.8%
META vs SFM
+230.0%
-167.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.6% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +4.8% | -4.4% | +9.1% | +5.3% |
| 3M | -1.6% | +1.5% | -3.2% | -2.4% |
| 6M | -7.5% | +6.5% | -13.9% | -9.5% |
| YTD | -6.4% | +2.2% | -8.6% | -7.9% |
| 1Y | -17.3% | -41.9% | +24.5% | -9.4% |
| 3Y | +109.9% | +106.8% | +3.2% | +77.6% |
| All | +62.8% | +230.0% | -167.2% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling