+95.1%
META vs SN
+397.9%
-302.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.8% | +0.1% |
| 7D | -0.8% | +7.2% | -8.0% | -2.8% |
| 30D | -15.4% | +20.4% | -35.8% | -20.0% |
| 3M | +3.5% | +23.9% | -20.4% | -3.3% |
| 6M | -0.3% | +93.0% | -93.3% | -19.6% |
| YTD | -7.3% | +99.2% | -106.6% | -26.8% |
| 1Y | -1.1% | +142.6% | -143.7% | -27.1% |
| 3Y | +95.1% | +398.8% | -303.7% | +17.8% |
| All | +95.1% | +397.9% | -302.9% | +17.8% |
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