+202.7%
META vs SMR
-49.5%
+252.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +16.2% | -15.4% | -0.1% |
| 7D | -0.8% | -9.6% | +8.8% | -0.3% |
| 30D | -15.4% | -33.8% | +18.4% | -13.6% |
| 3M | +3.5% | -46.4% | +49.9% | +6.6% |
| 6M | -0.3% | -62.4% | +62.2% | +4.1% |
| YTD | -7.3% | -64.1% | +56.8% | -4.0% |
| 1Y | -1.1% | -84.3% | +83.3% | +6.7% |
| 3Y | +95.1% | +55.8% | +39.2% | +86.2% |
| All | +202.7% | -49.5% | +252.2% | +203.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling