+95.3%
META vs SN
+490.7%
-395.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +6.7% | -9.3% | +16.0% | +9.1% |
| 30D | +4.8% | -4.8% | +9.5% | +5.8% |
| 3M | -1.6% | +40.4% | -42.1% | -10.3% |
| 6M | -7.5% | +50.9% | -58.4% | -17.7% |
| YTD | -6.4% | +54.9% | -61.3% | -17.6% |
| 1Y | -17.3% | +43.0% | -60.4% | -26.1% |
| 3Y | +109.9% | +391.8% | -281.9% | +58.9% |
| All | +95.3% | +490.7% | -395.4% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling