+81.9%
META vs SIMO
+154.7%
-72.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | +0.2% |
| 7D | -0.8% | -22.0% | +21.2% | +2.7% |
| 30D | -15.4% | -43.0% | +27.6% | -8.6% |
| 3M | +3.5% | -39.1% | +42.7% | +9.5% |
| 6M | -0.3% | -33.3% | +33.0% | +1.0% |
| YTD | -7.3% | +77.0% | -84.3% | -29.2% |
| 1Y | -1.1% | +73.0% | -74.1% | -24.1% |
| 3Y | +95.1% | +215.7% | -120.7% | +21.6% |
| All | +81.9% | +154.7% | -72.8% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling