+425.7%
META vs SGI
+413.4%
+12.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +4.2% |
| 7D | +5.7% | -0.2% | +5.9% | +5.7% |
| 30D | -10.8% | +6.6% | -17.3% | -12.7% |
| 3M | +8.4% | +1.8% | +6.6% | +7.3% |
| 6M | +5.4% | -3.9% | +9.3% | +5.4% |
| YTD | -2.6% | -25.2% | +22.7% | +3.9% |
| 1Y | +3.5% | -26.7% | +30.2% | +10.9% |
| 3Y | +102.0% | +86.8% | +15.2% | +61.4% |
| 5Y | +93.1% | +56.6% | +36.4% | +55.9% |
| 10Y | +425.7% | +384.3% | +41.4% | +207.3% |
| All | +425.7% | +413.4% | +12.2% | +207.3% |
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