+5.2%
META vs SNXX
-82.8%
+88.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +27.1% | -29.1% | -2.0% |
| 7D | -0.2% | -19.2% | +19.0% | -0.2% |
| 30D | -15.4% | -63.6% | +48.2% | -15.8% |
| 3M | +5.0% | -55.9% | +60.9% | +5.0% |
| 6M | +5.2% | -81.7% | +86.9% | +3.5% |
| All | +5.2% | -82.8% | +88.0% | +3.5% |
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