+99.6%
META vs SN
+647.0%
-547.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.5% |
| 7D | +2.9% | +10.6% | -7.8% | +0.3% |
| 30D | -15.1% | +20.0% | -35.1% | -18.8% |
| 3M | +7.2% | +30.4% | -23.1% | 0.0% |
| 6M | +3.4% | +91.0% | -87.6% | -13.0% |
| YTD | -4.3% | +95.9% | -100.2% | -20.6% |
| 1Y | +0.8% | +158.9% | -158.1% | -22.5% |
| 3Y | +102.2% | +391.8% | -289.6% | +45.6% |
| All | +99.6% | +647.0% | -547.3% | +42.2% |
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