+107.3%
META vs SN
+389.7%
-282.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +6.7% | -9.3% | +16.0% | +9.5% |
| 30D | +4.8% | -4.8% | +9.5% | +6.0% |
| 3M | -1.6% | +40.4% | -42.1% | -11.8% |
| 6M | -7.5% | +50.9% | -58.4% | -19.4% |
| YTD | -6.4% | +54.9% | -61.3% | -19.5% |
| 1Y | -17.3% | +43.0% | -60.4% | -27.5% |
| All | +107.3% | +389.7% | -282.4% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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