-1.1%
META vs SIMO
+67.0%
-68.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | +0.8% |
| 7D | -0.8% | -22.0% | +21.2% | -0.5% |
| 30D | -15.4% | -43.0% | +27.6% | -15.4% |
| 3M | +3.5% | -39.1% | +42.7% | +3.7% |
| 6M | -0.3% | -33.3% | +33.0% | +0.1% |
| YTD | -7.3% | +77.0% | -84.3% | -11.8% |
| 1Y | -1.1% | +73.0% | -74.1% | -5.5% |
| All | -1.1% | +67.0% | -68.1% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling