+0.8%
META vs SNDU
-31.0%
+31.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.2% | -7.1% | +4.9% |
| 7D | +5.7% | -38.6% | +44.3% | +6.2% |
| 30D | -10.8% | -73.9% | +63.1% | -9.8% |
| 3M | +8.4% | -61.1% | +69.5% | +8.9% |
| 6M | +5.4% | -86.0% | +91.4% | +4.8% |
| All | +0.8% | -31.0% | +31.8% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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