+1,497.9%
META vs SO
+276.3%
+1,221.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -18.1% | +9.2% | -27.4% | -19.7% |
| 3M | +2.9% | +1.1% | +1.8% | +2.5% |
| 6M | +0.2% | -1.1% | +1.2% | +0.1% |
| YTD | -8.1% | +9.7% | -17.8% | -10.5% |
| 1Y | -4.5% | +5.5% | -10.0% | -6.2% |
| 3Y | +94.2% | +47.0% | +47.1% | +71.3% |
| 5Y | +79.1% | +77.6% | +1.5% | +48.2% |
| 10Y | +405.9% | +181.0% | +224.9% | +270.7% |
| All | +1,497.9% | +276.3% | +1,221.6% | +807.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling