+108.3%
META vs SIRI
-23.9%
+132.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.2% |
| 7D | +6.7% | +1.6% | +5.1% | +6.5% |
| 30D | +4.8% | -4.7% | +9.5% | +5.2% |
| 3M | -1.6% | +5.3% | -6.9% | -2.1% |
| 6M | -7.5% | +30.5% | -38.0% | -9.7% |
| YTD | -6.4% | +49.6% | -56.0% | -9.8% |
| 1Y | -17.3% | +28.5% | -45.9% | -19.3% |
| All | +108.3% | -23.9% | +132.2% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 3y: compounded portfolio wealth divided by compounded SIRI 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…
3y analysis · Full analysis span regression · 6 months rolling