+93.1%
META vs SPOT
+115.8%
-22.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.7% |
| 7D | +5.7% | +2.5% | +3.2% | +4.6% |
| 30D | -10.8% | +15.1% | -25.9% | -16.6% |
| 3M | +8.4% | +24.8% | -16.4% | -2.9% |
| 6M | +5.4% | +45.8% | -40.4% | -13.3% |
| YTD | -2.6% | +4.9% | -7.5% | -9.1% |
| 1Y | +3.5% | -1.3% | +4.8% | -0.9% |
| 3Y | +102.0% | +257.7% | -155.7% | -14.4% |
| 5Y | +93.1% | +118.5% | -25.4% | +2.3% |
| All | +93.1% | +115.8% | -22.7% | +2.3% |
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