+218.8%
META vs SITM
+3,519.6%
-3,300.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +3.1% | +32.5% | -29.5% | -2.7% |
| 30D | -18.2% | -18.8% | +0.6% | -15.6% |
| 3M | +7.8% | -30.9% | +38.7% | +13.7% |
| 6M | +3.6% | -44.5% | +48.1% | +11.6% |
| YTD | -5.3% | +33.2% | -38.5% | -17.5% |
| 1Y | +2.7% | +53.8% | -51.1% | -13.8% |
| 3Y | +91.5% | +335.7% | -244.2% | +15.1% |
| 5Y | +84.7% | +84.6% | 0.0% | +22.4% |
| All | +218.8% | +3,519.6% | -3,300.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling