+0.8%
META vs SM
+70.4%
-69.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -15.3% | +16.7% | -1.7% |
| 7D | +2.9% | -21.5% | +24.3% | -1.8% |
| 30D | -15.1% | -11.4% | -3.7% | -16.6% |
| 3M | +7.2% | +0.6% | +6.6% | +8.8% |
| 6M | +3.4% | +0.2% | +3.1% | +6.9% |
| YTD | -4.3% | +69.7% | -74.0% | +7.7% |
| 1Y | +0.8% | +71.6% | -70.8% | +13.2% |
| All | +0.8% | +70.4% | -69.6% | +13.2% |
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