+96.8%
META vs SPMO
+124.5%
-27.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +4.2% |
| 7D | +5.2% | +6.3% | -1.2% | -0.5% |
| 30D | -13.0% | -8.9% | -4.1% | -6.1% |
| 3M | +7.9% | -13.2% | +21.2% | +21.4% |
| 6M | +4.2% | -9.3% | +13.5% | +8.0% |
| YTD | -2.5% | +11.6% | -14.1% | -22.1% |
| 1Y | +5.6% | +13.4% | -7.8% | -17.4% |
| 3Y | +96.8% | +122.9% | -26.1% | -43.1% |
| All | +96.8% | +124.5% | -27.7% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling