+444.1%
META vs SGI
+339.7%
+104.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +1.5% |
| 7D | +3.3% | -3.9% | +7.2% | +4.3% |
| 30D | -10.8% | +0.9% | -11.7% | -11.4% |
| 3M | +7.9% | -2.9% | +10.8% | +8.2% |
| 6M | +5.4% | -9.0% | +14.3% | +7.0% |
| YTD | -2.6% | -29.2% | +26.6% | +5.5% |
| 1Y | +1.9% | -32.3% | +34.1% | +11.6% |
| 3Y | +97.0% | +72.4% | +24.6% | +60.9% |
| 5Y | +97.6% | +50.6% | +47.0% | +61.4% |
| All | +444.1% | +339.7% | +104.4% | +219.2% |
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