-2.7%
META vs SNXX
+427.0%
-429.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.8% | +3.8% | +6.5% |
| 7D | +10.3% | +27.3% | -17.1% | +9.9% |
| 30D | +9.9% | +89.3% | -79.4% | +9.0% |
| 3M | +11.9% | -29.6% | +41.5% | +11.1% |
| 6M | +1.2% | +324.4% | -323.3% | -11.1% |
| All | -2.7% | +427.0% | -429.7% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling