-1.1%
META vs SM
+72.1%
-73.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +1.0% |
| 7D | -0.8% | -25.9% | +25.1% | -6.4% |
| 30D | -15.4% | -15.1% | -0.3% | -17.6% |
| 3M | +3.5% | +4.9% | -1.4% | +6.1% |
| 6M | -0.3% | +6.1% | -6.4% | +4.5% |
| YTD | -7.3% | +63.4% | -70.8% | +3.3% |
| 1Y | -1.1% | +72.5% | -73.6% | +9.9% |
| All | -1.1% | +72.1% | -73.2% | +9.9% |
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