+79.1%
META vs SO
+78.6%
+0.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.1% |
| 30D | -18.1% | +9.2% | -27.4% | -18.0% |
| 3M | +2.9% | +1.1% | +1.8% | +2.9% |
| 6M | +0.2% | -1.1% | +1.2% | +0.2% |
| YTD | -8.1% | +9.7% | -17.8% | -8.4% |
| 1Y | -4.5% | +5.5% | -10.0% | -4.7% |
| 3Y | +94.2% | +47.0% | +47.1% | +79.5% |
| 5Y | +79.1% | +77.6% | +1.5% | +52.9% |
| All | +79.1% | +78.6% | +0.4% | +52.9% |
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