+79.1%
META vs SPG
+75.4%
+3.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.5% |
| 7D | -3.1% | +5.0% | -8.1% | -5.8% |
| 30D | -18.1% | +12.3% | -30.4% | -23.7% |
| 3M | +2.9% | +1.9% | +1.0% | +1.4% |
| 6M | +0.2% | +14.4% | -14.2% | -8.6% |
| YTD | -8.1% | +26.5% | -34.6% | -21.6% |
| 1Y | -4.5% | +30.7% | -35.2% | -20.2% |
| 3Y | +94.2% | +122.6% | -28.4% | +8.6% |
| 5Y | +79.1% | +73.3% | +5.8% | +16.0% |
| All | +79.1% | +75.4% | +3.6% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling