+375.1%
META vs SPMO
+517.5%
-142.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -1.0% |
| 7D | +6.0% | +3.4% | +2.7% | +2.6% |
| 30D | +3.6% | +0.5% | +3.1% | +2.8% |
| 3M | +4.9% | +1.9% | +3.0% | -0.4% |
| 6M | -4.7% | +27.8% | -32.5% | -29.9% |
| YTD | -6.9% | +26.7% | -33.6% | -30.8% |
| 1Y | -18.2% | +28.9% | -47.1% | -40.3% |
| 3Y | +107.8% | +160.7% | -52.9% | -27.3% |
| 5Y | +63.9% | +150.2% | -86.3% | -39.1% |
| 10Y | +375.1% | +517.5% | -142.5% | -7.5% |
| All | +375.1% | +517.5% | -142.5% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling