+97.0%
META vs SMR
+139.4%
-42.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.3% |
| 7D | +3.3% | -2.8% | +6.1% | +3.3% |
| 30D | -10.8% | -27.5% | +16.7% | -9.2% |
| 3M | +7.9% | -43.1% | +51.0% | +11.0% |
| 6M | +5.4% | -58.4% | +63.8% | +9.8% |
| YTD | -2.6% | -63.2% | +60.6% | +1.1% |
| 1Y | +1.9% | -81.6% | +83.5% | +9.7% |
| 3Y | +97.0% | +149.8% | -52.8% | +90.5% |
| All | +97.0% | +139.4% | -42.5% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling