+213.3%
META vs SITM
+4,507.3%
-4,294.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +6.0% | +8.4% | -2.3% | +4.4% |
| 30D | +3.6% | -17.4% | +21.0% | +7.0% |
| 3M | +4.9% | -9.8% | +14.7% | +4.4% |
| 6M | -4.7% | +83.0% | -87.7% | -19.9% |
| YTD | -6.9% | +69.6% | -76.5% | -21.5% |
| 1Y | -18.2% | +144.9% | -163.1% | -37.6% |
| 3Y | +107.8% | +429.9% | -322.1% | +21.7% |
| 5Y | +63.9% | +169.2% | -105.3% | +2.5% |
| All | +213.3% | +4,507.3% | -4,294.0% | +26.5% |
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