+1,497.9%
META vs SPG
+214.0%
+1,283.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -3.1% | +5.0% | -8.1% | -4.4% |
| 30D | -18.1% | +12.3% | -30.4% | -20.7% |
| 3M | +2.9% | +1.9% | +1.0% | +2.2% |
| 6M | +0.2% | +14.4% | -14.2% | -3.8% |
| YTD | -8.1% | +26.5% | -34.6% | -14.2% |
| 1Y | -4.5% | +30.7% | -35.2% | -11.6% |
| 3Y | +94.2% | +122.6% | -28.4% | +55.6% |
| 5Y | +79.1% | +73.3% | +5.8% | +50.2% |
| 10Y | +405.9% | +111.1% | +294.8% | +315.6% |
| All | +1,497.9% | +214.0% | +1,283.9% | +1,103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling