-1.1%
META vs SPG
+31.7%
-32.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.8% | +4.9% | -5.7% | -1.4% |
| 30D | -15.4% | +15.6% | -31.0% | -17.3% |
| 3M | +3.5% | +4.1% | -0.6% | +3.6% |
| 6M | -0.3% | +13.6% | -13.8% | -3.3% |
| YTD | -7.3% | +27.5% | -34.9% | -17.7% |
| 1Y | -1.1% | +32.2% | -33.3% | -13.4% |
| All | -1.1% | +31.7% | -32.7% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling