+62.8%
META vs SO
+58.2%
+4.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +6.7% | -0.2% | +6.9% | +6.7% |
| 30D | +4.8% | -4.6% | +9.3% | +4.8% |
| 3M | -1.6% | -3.0% | +1.4% | -1.7% |
| 6M | -7.5% | -8.3% | +0.8% | -7.4% |
| YTD | -6.4% | +3.5% | -9.9% | -6.8% |
| 1Y | -17.3% | -0.9% | -16.4% | -17.6% |
| 3Y | +109.9% | +45.4% | +64.6% | +90.4% |
| All | +62.8% | +58.2% | +4.6% | +38.7% |
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