+405.1%
META vs SNY
+64.3%
+340.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +5.5% | -3.6% | +9.2% | +6.4% |
| 30D | +7.6% | -1.9% | +9.5% | +8.0% |
| 3M | +13.0% | -2.0% | +14.9% | +13.3% |
| 6M | -1.3% | +2.5% | -3.9% | -2.2% |
| YTD | -2.2% | -7.0% | +4.7% | -0.9% |
| 1Y | -14.0% | -4.4% | -9.6% | -13.7% |
| 3Y | +118.2% | -8.4% | +126.6% | +115.1% |
| 5Y | +71.7% | +9.5% | +62.1% | +52.6% |
| All | +405.1% | +64.3% | +340.8% | +283.4% |
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