+436.0%
META vs SM
+4.2%
+431.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +3.3% | -19.5% | +22.8% | +5.0% |
| 30D | -10.8% | -20.2% | +9.5% | -9.3% |
| 3M | +7.9% | -6.5% | +14.4% | +8.0% |
| 6M | +5.4% | +1.6% | +3.8% | +4.2% |
| YTD | -2.6% | +61.2% | -63.8% | -8.4% |
| 1Y | +1.9% | +65.4% | -63.5% | -4.6% |
| 3Y | +97.0% | -13.0% | +110.0% | +92.5% |
| 5Y | +97.6% | -4.3% | +101.9% | +87.9% |
| 10Y | +436.0% | +3.0% | +433.0% | +301.5% |
| All | +436.0% | +4.2% | +431.8% | +301.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling