+404.3%
META vs SGI
+390.8%
+13.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +2.4% |
| 7D | -0.8% | +1.0% | -1.7% | -1.2% |
| 30D | -15.4% | +3.9% | -19.3% | -16.7% |
| 3M | +3.5% | -0.8% | +4.3% | +3.2% |
| 6M | -0.3% | -18.0% | +17.7% | +4.1% |
| YTD | -7.3% | -27.6% | +20.3% | -0.3% |
| 1Y | -1.1% | -27.2% | +26.2% | +6.1% |
| 3Y | +95.1% | +76.0% | +19.1% | +58.6% |
| 5Y | +80.6% | +50.0% | +30.6% | +47.5% |
| All | +404.3% | +390.8% | +13.5% | +201.4% |
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