-3.5%
META vs SNXX
+350.9%
-354.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.6% | +0.6% |
| 7D | +5.1% | -12.0% | +17.1% | +5.2% |
| 30D | +12.0% | +37.9% | -26.0% | +11.4% |
| 3M | +14.1% | -52.7% | +66.8% | +14.9% |
| 6M | -0.9% | +194.8% | -195.7% | -12.4% |
| All | -3.5% | +350.9% | -354.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNXX.
Daily Out/Under-Performance
Portfolio return minus SNXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNXX 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 10y: compounded portfolio wealth divided by compounded SNXX 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…
10y analysis · Full analysis span regression · 6 months rolling