+81.9%
META vs SM
-11.5%
+93.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.7% |
| 7D | -0.8% | -25.9% | +25.1% | +2.1% |
| 30D | -15.4% | -15.1% | -0.3% | -14.2% |
| 3M | +3.5% | +4.9% | -1.4% | +2.1% |
| 6M | -0.3% | +6.1% | -6.4% | -2.6% |
| YTD | -7.3% | +63.4% | -70.8% | -16.9% |
| 1Y | -1.1% | +72.5% | -73.6% | -12.4% |
| 3Y | +95.1% | -16.9% | +112.0% | +87.3% |
| All | +81.9% | -11.5% | +93.4% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling