+1,527.5%
META vs SM
-27.9%
+1,555.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +4.8% | +26.3% | -21.6% | +2.8% |
| 3M | -1.6% | +8.7% | -10.3% | -2.7% |
| 6M | -7.5% | +51.7% | -59.1% | -11.4% |
| YTD | -6.4% | +99.0% | -105.4% | -12.6% |
| 1Y | -17.3% | +34.6% | -51.9% | -20.5% |
| 3Y | +109.9% | -7.8% | +117.7% | +105.2% |
| 5Y | +65.4% | +104.8% | -39.4% | +49.6% |
| 10Y | +391.8% | +7.2% | +384.6% | +281.8% |
| All | +1,527.5% | -27.9% | +1,555.3% | +1,138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling