+1.9%
META vs SPG
+33.1%
-31.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +3.3% | +5.6% | -2.3% | +2.4% |
| 30D | -10.8% | +17.6% | -28.3% | -13.0% |
| 3M | +7.9% | +7.5% | +0.4% | +7.3% |
| 6M | +5.4% | +18.5% | -13.2% | +0.9% |
| YTD | -2.6% | +30.9% | -33.5% | -14.1% |
| 1Y | +1.9% | +34.1% | -32.2% | -11.0% |
| All | +1.9% | +33.1% | -31.2% | -11.0% |
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