+425.7%
META vs SPMO
+455.3%
-29.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.7% | +0.8% |
| 7D | +5.7% | -1.9% | +7.6% | +7.5% |
| 30D | -10.8% | -14.1% | +3.3% | +3.2% |
| 3M | +8.4% | -13.1% | +21.5% | +23.6% |
| 6M | +5.4% | -9.4% | +14.8% | +10.9% |
| YTD | -2.6% | +9.5% | -12.1% | -16.9% |
| 1Y | +3.5% | +10.5% | -7.0% | -12.7% |
| 3Y | +102.0% | +124.4% | -22.4% | -18.7% |
| 5Y | +93.1% | +110.5% | -17.4% | -15.6% |
| 10Y | +425.7% | +450.3% | -24.6% | +20.3% |
| All | +425.7% | +455.3% | -29.6% | +20.3% |
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