+462.9%
META vs SNY
+76.4%
+386.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +5.2% | +2.8% | +2.3% | +4.5% |
| 30D | -13.0% | +21.6% | -34.6% | -16.9% |
| 3M | +7.9% | +10.5% | -2.5% | +5.3% |
| 6M | +4.2% | +14.0% | -9.8% | +0.8% |
| YTD | -2.5% | +5.4% | -7.9% | -4.1% |
| 1Y | +5.6% | -2.5% | +8.0% | +5.8% |
| 3Y | +96.8% | +22.1% | +74.7% | +79.8% |
| 5Y | +90.0% | +18.0% | +72.0% | +67.9% |
| All | +462.9% | +76.4% | +386.5% | +316.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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