+93.1%
META vs SFM
+102.7%
-9.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +5.0% |
| 7D | +5.7% | -10.2% | +15.9% | +7.0% |
| 30D | -10.8% | -23.9% | +13.1% | -8.4% |
| 3M | +8.4% | -42.3% | +50.7% | +15.3% |
| 6M | +5.4% | -40.1% | +45.5% | +11.0% |
| YTD | -2.6% | -37.8% | +35.2% | +1.2% |
| 1Y | +3.5% | -37.1% | +40.6% | +7.1% |
| 3Y | +102.0% | +21.5% | +80.5% | +81.1% |
| 5Y | +93.1% | +103.8% | -10.7% | +52.4% |
| All | +93.1% | +102.7% | -9.6% | +52.4% |
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 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