+1,563.7%
META vs SIMO
+1,810.2%
-246.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.6% | +11.0% | +3.0% |
| 7D | +2.9% | -16.9% | +19.7% | +5.7% |
| 30D | -15.1% | -35.4% | +20.3% | -9.4% |
| 3M | +7.2% | -31.9% | +39.1% | +11.9% |
| 6M | +3.4% | -19.3% | +22.7% | +2.0% |
| YTD | -4.3% | +98.5% | -102.8% | -23.9% |
| 1Y | +0.8% | +100.5% | -99.7% | -20.2% |
| 3Y | +102.2% | +254.1% | -151.9% | +39.5% |
| 5Y | +89.4% | +187.4% | -98.0% | +32.4% |
| 10Y | +426.7% | +447.7% | -21.0% | +217.3% |
| All | +1,563.7% | +1,810.2% | -246.5% | +851.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling