+81.9%
META vs SPG
+74.6%
+7.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -0.8% | +4.9% | -5.7% | -3.5% |
| 30D | -15.4% | +15.6% | -31.0% | -22.5% |
| 3M | +3.5% | +4.1% | -0.6% | +0.7% |
| 6M | -0.3% | +13.6% | -13.8% | -8.5% |
| YTD | -7.3% | +27.5% | -34.9% | -21.3% |
| 1Y | -1.1% | +32.2% | -33.3% | -17.9% |
| 3Y | +95.1% | +126.0% | -30.9% | +8.0% |
| All | +81.9% | +74.6% | +7.3% | +16.1% |
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