+447.1%
META vs SPG
+114.5%
+332.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.1% | +3.1% | -0.1% | +2.3% |
| 30D | -18.2% | +16.4% | -34.6% | -21.4% |
| 3M | +7.8% | +7.1% | +0.8% | +5.8% |
| 6M | +3.6% | +16.1% | -12.5% | -0.7% |
| YTD | -5.3% | +30.4% | -35.7% | -12.0% |
| 1Y | +2.7% | +33.0% | -30.2% | -5.0% |
| 3Y | +91.5% | +134.6% | -43.2% | +53.0% |
| 5Y | +84.7% | +84.9% | -0.2% | +53.3% |
| All | +447.1% | +114.5% | +332.6% | +358.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling