+168.3%
META vs SGOV
+20.2%
+148.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +4.8% | +0.3% | +4.4% | +4.8% |
| 3M | -1.6% | +1.0% | -2.6% | -1.4% |
| 6M | -7.5% | +1.9% | -9.3% | -7.3% |
| YTD | -6.4% | +2.5% | -8.9% | -7.0% |
| 1Y | -17.3% | +3.8% | -21.2% | -19.8% |
| 3Y | +109.9% | +14.4% | +95.5% | +35.0% |
| 5Y | +65.4% | +20.1% | +45.2% | +64.3% |
| All | +168.3% | +20.2% | +148.1% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling