+433.3%
META vs SO
+195.2%
+238.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | -15.4% | +7.8% | -23.2% | -16.7% |
| 3M | +5.0% | +2.9% | +2.1% | +4.3% |
| 6M | +5.2% | +2.5% | +2.7% | +4.4% |
| YTD | -4.5% | +10.3% | -14.8% | -7.0% |
| 1Y | +0.6% | +6.4% | -5.8% | -1.2% |
| 3Y | +93.1% | +52.8% | +40.3% | +68.5% |
| 5Y | +93.7% | +78.7% | +15.0% | +59.9% |
| 10Y | +433.3% | +196.3% | +237.1% | +303.3% |
| All | +433.3% | +195.2% | +238.1% | +303.3% |
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