+62.8%
META vs SM
+107.8%
-45.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +4.8% | +26.3% | -21.6% | +2.0% |
| 3M | -1.6% | +8.7% | -10.3% | -2.9% |
| 6M | -7.5% | +51.7% | -59.1% | -13.8% |
| YTD | -6.4% | +99.0% | -105.4% | -16.7% |
| 1Y | -17.3% | +34.6% | -51.9% | -22.0% |
| 3Y | +109.9% | -7.8% | +117.7% | +101.4% |
| All | +62.8% | +107.8% | -45.0% | +41.9% |
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 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