+97.6%
META vs SGI
+49.4%
+48.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +2.2% |
| 7D | +3.3% | -3.9% | +7.2% | +4.8% |
| 30D | -10.8% | +0.9% | -11.7% | -11.7% |
| 3M | +7.9% | -2.9% | +10.8% | +8.2% |
| 6M | +5.4% | -9.0% | +14.3% | +7.4% |
| YTD | -2.6% | -29.2% | +26.6% | +9.3% |
| 1Y | +1.9% | -32.3% | +34.1% | +16.5% |
| 3Y | +97.0% | +72.4% | +24.6% | +34.3% |
| All | +97.6% | +49.4% | +48.1% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling