+1,560.5%
META vs SMTC
+413.8%
+1,146.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.3% | -12.3% | -4.4% |
| 7D | -0.2% | +12.9% | -13.0% | -3.7% |
| 30D | -15.4% | -25.6% | +10.2% | -10.7% |
| 3M | +5.0% | -4.5% | +9.6% | +1.9% |
| 6M | +5.2% | -8.3% | +13.5% | -0.4% |
| YTD | -4.5% | +69.9% | -74.4% | -25.0% |
| 1Y | +0.6% | +73.9% | -73.3% | -21.8% |
| 3Y | +93.1% | +757.7% | -664.6% | -20.8% |
| 5Y | +93.7% | +38.7% | +55.0% | +37.0% |
| 10Y | +433.3% | +376.1% | +57.2% | +143.9% |
| All | +1,560.5% | +413.8% | +1,146.6% | +613.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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