+96.8%
META vs SGOV
+14.1%
+82.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +3.1% |
| 7D | +5.2% | +0.1% | +5.1% | +5.7% |
| 30D | -13.0% | +0.3% | -13.3% | -10.7% |
| 3M | +7.9% | +1.0% | +7.0% | +15.2% |
| 6M | +4.2% | +1.9% | +2.3% | +18.4% |
| YTD | -2.5% | +3.2% | -5.8% | +18.1% |
| 1Y | +5.6% | +3.8% | +1.8% | +30.0% |
| 3Y | +96.8% | +14.1% | +82.7% | +95.5% |
| All | +96.8% | +14.1% | +82.7% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 3y: compounded portfolio wealth divided by compounded SGOV 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…
3y analysis · Full analysis span regression · 6 months rolling