+91.7%
META vs SN
+639.7%
-548.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -3.1% | +3.8% | -6.9% | -4.0% |
| 30D | -18.1% | +17.5% | -35.7% | -21.3% |
| 3M | +2.9% | +19.2% | -16.4% | -1.8% |
| 6M | +0.2% | +84.9% | -84.7% | -15.0% |
| YTD | -8.1% | +94.0% | -102.1% | -23.5% |
| 1Y | -4.5% | +151.3% | -155.9% | -26.0% |
| 3Y | +94.2% | +387.1% | -292.9% | +40.1% |
| All | +91.7% | +639.7% | -548.0% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling