+404.3%
META vs SO
+177.2%
+227.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | -15.4% | +8.1% | -23.5% | -16.8% |
| 3M | +3.5% | +0.2% | +3.3% | +3.3% |
| 6M | -0.3% | +0.4% | -0.7% | -0.6% |
| YTD | -7.3% | +8.5% | -15.8% | -9.5% |
| 1Y | -1.1% | +4.9% | -6.0% | -2.7% |
| 3Y | +95.1% | +47.9% | +47.2% | +71.5% |
| 5Y | +80.6% | +75.7% | +4.9% | +49.4% |
| All | +404.3% | +177.2% | +227.1% | +294.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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