+81.9%
META vs SFM
+105.4%
-23.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.7% | +1.4% |
| 7D | -0.8% | -1.2% | +0.4% | -0.8% |
| 30D | -15.4% | -24.8% | +9.4% | -13.1% |
| 3M | +3.5% | -43.7% | +47.2% | +10.5% |
| 6M | -0.3% | -37.3% | +37.0% | +4.2% |
| YTD | -7.3% | -38.4% | +31.0% | -3.6% |
| 1Y | -1.1% | -36.9% | +35.8% | +2.1% |
| 3Y | +95.1% | +20.7% | +74.4% | +74.9% |
| All | +81.9% | +105.4% | -23.4% | +42.0% |
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