+81.9%
META vs SO
+75.0%
+6.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | -0.8% | -1.5% | +0.7% | -0.8% |
| 30D | -15.4% | +8.1% | -23.5% | -15.3% |
| 3M | +3.5% | +0.2% | +3.3% | +3.5% |
| 6M | -0.3% | +0.4% | -0.7% | -0.3% |
| YTD | -7.3% | +8.5% | -15.8% | -7.7% |
| 1Y | -1.1% | +4.9% | -6.0% | -1.3% |
| 3Y | +95.1% | +47.9% | +47.2% | +79.2% |
| All | +81.9% | +75.0% | +6.9% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling