+1,527.5%
META vs SIRI
+106.6%
+1,420.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.6% |
| 7D | +6.7% | +1.6% | +5.1% | +6.3% |
| 30D | +4.8% | -4.7% | +9.5% | +5.8% |
| 3M | -1.6% | +5.3% | -6.9% | -2.9% |
| 6M | -7.5% | +30.5% | -38.0% | -13.3% |
| YTD | -6.4% | +49.6% | -56.0% | -15.3% |
| 1Y | -17.3% | +28.5% | -45.9% | -23.0% |
| 3Y | +109.9% | -27.5% | +137.4% | +112.3% |
| 5Y | +65.4% | -44.7% | +110.0% | +72.6% |
| 10Y | +391.8% | -12.6% | +404.4% | +320.9% |
| All | +1,527.5% | +106.6% | +1,420.9% | +1,219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling