+81.9%
META vs SPOT
+110.1%
-28.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.6% |
| 7D | -0.8% | +1.6% | -2.4% | -1.5% |
| 30D | -15.4% | +17.6% | -33.0% | -21.7% |
| 3M | +3.5% | +26.9% | -23.4% | -8.0% |
| 6M | -0.3% | +41.8% | -42.1% | -17.0% |
| YTD | -7.3% | +3.8% | -11.2% | -13.2% |
| 1Y | -1.1% | -2.5% | +1.4% | -4.8% |
| 3Y | +95.1% | +260.6% | -165.5% | -17.9% |
| All | +81.9% | +110.1% | -28.2% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 5y: compounded portfolio wealth divided by compounded SPOT 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…
5y analysis · Full analysis span regression · 6 months rolling