+1,497.9%
META vs SGI
+520.1%
+977.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.4% |
| 7D | -3.1% | +5.3% | -8.4% | -4.3% |
| 30D | -18.1% | +8.2% | -26.3% | -19.7% |
| 3M | +2.9% | -2.2% | +5.1% | +2.9% |
| 6M | +0.2% | -8.4% | +8.6% | +1.2% |
| YTD | -8.1% | -23.4% | +15.3% | -3.9% |
| 1Y | -4.5% | -14.0% | +9.4% | -3.0% |
| 3Y | +94.2% | +78.8% | +15.4% | +67.0% |
| 5Y | +79.1% | +58.6% | +20.5% | +53.7% |
| 10Y | +405.9% | +427.8% | -21.9% | +242.2% |
| All | +1,497.9% | +520.1% | +977.8% | +1,010.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling