+4.2%
META vs SNXX
-84.2%
+88.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -11.6% | +14.5% | +2.9% |
| 7D | +5.2% | +8.5% | -3.3% | +5.1% |
| 30D | -13.0% | -66.5% | +53.5% | -13.2% |
| 3M | +7.9% | -74.6% | +82.5% | +7.5% |
| 6M | +4.2% | -82.8% | +87.0% | +1.2% |
| All | +4.2% | -84.2% | +88.4% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling