+93.4%
META vs SO
+47.0%
+46.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -3.9% |
| 7D | -3.1% | +0.4% | -3.5% | -3.0% |
| 30D | -18.1% | +9.2% | -27.4% | -15.3% |
| 3M | +2.9% | +1.1% | +1.8% | +3.4% |
| 6M | +0.2% | -1.1% | +1.2% | +0.1% |
| YTD | -8.1% | +9.7% | -17.8% | -4.3% |
| 1Y | -4.5% | +5.5% | -10.0% | -2.0% |
| All | +93.4% | +47.0% | +46.4% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling