+211.9%
META vs SITM
+3,107.0%
-2,895.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +17.4% | -16.6% | -2.5% |
| 7D | -0.8% | -6.7% | +6.0% | 0.0% |
| 30D | -15.4% | -37.3% | +21.9% | -8.3% |
| 3M | +3.5% | -39.4% | +42.9% | +11.9% |
| 6M | -0.3% | -33.1% | +32.8% | +2.3% |
| YTD | -7.3% | +18.0% | -25.4% | -17.3% |
| 1Y | -1.1% | +22.7% | -23.8% | -13.1% |
| 3Y | +95.1% | +283.8% | -188.7% | +20.3% |
| 5Y | +80.6% | +45.0% | +35.5% | +24.4% |
| All | +211.9% | +3,107.0% | -2,895.2% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling