-18.2%
META vs SITM
+150.1%
-168.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | +6.0% | +8.4% | -2.3% | +5.6% |
| 30D | +3.6% | -17.4% | +21.0% | +4.6% |
| 3M | +4.9% | -9.8% | +14.7% | +5.4% |
| 6M | -4.7% | +83.0% | -87.7% | -10.6% |
| YTD | -6.9% | +69.6% | -76.5% | -12.6% |
| 1Y | -18.2% | +144.9% | -163.1% | -24.9% |
| All | -18.2% | +150.1% | -168.3% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling