+0.6%
META vs SMR
-81.3%
+81.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.2% | +1.9% | -2.1% | -0.5% |
| 30D | -15.4% | -21.9% | +6.6% | -14.1% |
| 3M | +5.0% | -47.1% | +52.2% | +8.8% |
| 6M | +5.2% | -60.6% | +65.8% | +10.4% |
| YTD | -4.5% | -63.1% | +58.6% | -2.2% |
| 1Y | +0.6% | -80.4% | +81.1% | +9.2% |
| All | +0.6% | -81.3% | +81.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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