-18.2%
META vs SPMO
+29.0%
-47.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +6.0% | +3.4% | +2.7% | +4.6% |
| 30D | +3.6% | +0.5% | +3.1% | +3.4% |
| 3M | +4.9% | +1.9% | +3.0% | +1.7% |
| 6M | -4.7% | +27.8% | -32.5% | -29.8% |
| YTD | -6.9% | +26.7% | -33.6% | -30.3% |
| 1Y | -18.2% | +28.9% | -47.1% | -38.0% |
| All | -18.2% | +29.0% | -47.2% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPMO 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling