+400.1%
META vs SIMO
+360.6%
+39.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.4% | +10.4% | -1.3% |
| 7D | -3.1% | -31.4% | +28.3% | +3.5% |
| 30D | -18.1% | -45.2% | +27.1% | -9.2% |
| 3M | +2.9% | -36.5% | +39.4% | +9.2% |
| 6M | +0.2% | -34.2% | +34.4% | +2.1% |
| YTD | -8.1% | +69.9% | -78.0% | -29.5% |
| 1Y | -4.5% | +60.4% | -64.9% | -25.7% |
| 3Y | +94.2% | +203.1% | -109.0% | +23.2% |
| 5Y | +79.1% | +145.4% | -66.4% | +15.3% |
| All | +400.1% | +360.6% | +39.5% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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