-1.1%
META vs SKUU
+11.7%
-12.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SKUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +14.2% | -7.7% | +6.9% |
| 7D | +10.3% | +43.0% | -32.7% | +11.6% |
| 30D | +9.9% | +103.8% | -93.9% | +14.4% |
| All | -1.1% | +11.7% | -12.8% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SKUU.
Daily Out/Under-Performance
Portfolio return minus SKUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKUU 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 3y: compounded portfolio wealth divided by compounded SKUU 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…
3y analysis · Full analysis span regression · Available span rolling