+2.7%
META vs SM
+78.0%
-75.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | +0.3% |
| 7D | +3.1% | +10.6% | -7.5% | +5.4% |
| 30D | -18.2% | -15.0% | -3.2% | -20.5% |
| 3M | +7.8% | +1.7% | +6.1% | +9.7% |
| 6M | +3.6% | +5.9% | -2.3% | +8.5% |
| YTD | -5.3% | +79.0% | -84.3% | +10.4% |
| 1Y | +2.7% | +84.7% | -81.9% | +20.4% |
| All | +2.7% | +78.0% | -75.2% | +20.4% |
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