+0.2%
META vs SPG
+14.5%
-14.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -4.1% |
| 7D | -3.1% | +5.0% | -8.1% | -2.2% |
| 30D | -18.1% | +12.3% | -30.4% | -16.4% |
| 3M | +2.9% | +1.9% | +1.0% | +4.4% |
| 6M | +0.2% | +14.4% | -14.2% | +3.2% |
| All | +0.2% | +14.5% | -14.3% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling