+62.8%
META vs SITM
+170.8%
-108.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.6% | -0.4% |
| 7D | +6.7% | +9.7% | -3.0% | +4.5% |
| 30D | +4.8% | +12.7% | -7.9% | +0.6% |
| 3M | -1.6% | -13.4% | +11.8% | -1.3% |
| 6M | -7.5% | +59.6% | -67.1% | -22.0% |
| YTD | -6.4% | +73.3% | -79.7% | -23.8% |
| 1Y | -17.3% | +165.5% | -182.9% | -41.5% |
| 3Y | +109.9% | +368.7% | -258.8% | +12.2% |
| All | +62.8% | +170.8% | -108.0% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling