+462.9%
META vs SGI
+319.5%
+143.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +5.2% | -5.3% | +10.5% | +6.8% |
| 30D | -13.0% | -2.1% | -10.9% | -12.9% |
| 3M | +7.9% | -8.2% | +16.1% | +10.0% |
| 6M | +4.2% | -4.6% | +8.8% | +4.4% |
| YTD | -2.5% | -31.5% | +28.9% | +6.5% |
| 1Y | +5.6% | -30.8% | +36.4% | +15.0% |
| 3Y | +96.8% | +67.2% | +29.6% | +62.0% |
| 5Y | +90.0% | +42.5% | +47.5% | +57.3% |
| All | +462.9% | +319.5% | +143.4% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling