-6.3%
META vs SNXX
+29.5%
-35.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +27.1% | -29.1% | -2.4% |
| 7D | -0.2% | -19.2% | +19.0% | -0.1% |
| 30D | -15.4% | -63.6% | +48.2% | -14.7% |
| 3M | +5.0% | -55.9% | +60.9% | +5.3% |
| 6M | +5.2% | -81.7% | +86.9% | +4.9% |
| All | -6.3% | +29.5% | -35.8% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling