+1,527.5%
META vs SNY
+123.4%
+1,404.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +6.7% | -1.3% | +8.0% | +7.1% |
| 30D | +4.8% | +3.4% | +1.3% | +3.8% |
| 3M | -1.6% | -0.3% | -1.3% | -1.7% |
| 6M | -7.5% | +1.0% | -8.5% | -8.0% |
| YTD | -6.4% | -3.6% | -2.8% | -5.9% |
| 1Y | -17.3% | +3.0% | -20.4% | -18.6% |
| 3Y | +109.9% | -4.3% | +114.3% | +104.0% |
| 5Y | +65.4% | +5.2% | +60.2% | +51.7% |
| 10Y | +391.8% | +70.2% | +321.6% | +270.6% |
| All | +1,527.5% | +123.4% | +1,404.1% | +1,157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling