-17.3%
META vs SM
+36.8%
-54.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +0.4% |
| 7D | +6.7% | -0.5% | +7.2% | +6.6% |
| 30D | +4.8% | +25.6% | -20.8% | +9.3% |
| 3M | -1.6% | +8.0% | -9.7% | +1.1% |
| 6M | -7.5% | +50.8% | -58.3% | -0.9% |
| YTD | -6.4% | +97.9% | -104.3% | +2.1% |
| 1Y | -17.3% | +33.8% | -51.1% | -11.4% |
| All | -17.3% | +36.8% | -54.1% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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