+2.7%
META vs SPMO
+12.3%
-9.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.1% | +9.8% | -6.7% | -0.7% |
| 30D | -18.2% | -9.2% | -9.0% | -15.5% |
| 3M | +7.8% | -11.0% | +18.8% | +12.2% |
| 6M | +3.6% | -6.6% | +10.2% | +2.6% |
| YTD | -5.3% | +13.3% | -18.6% | -24.3% |
| 1Y | +2.7% | +12.7% | -9.9% | -17.5% |
| All | +2.7% | +12.3% | -9.5% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling