+62.8%
META vs SPOT
+107.9%
-45.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.4% |
| 7D | +6.7% | -0.9% | +7.6% | +7.1% |
| 30D | +4.8% | +12.5% | -7.7% | -0.8% |
| 3M | -1.6% | +9.9% | -11.5% | -6.4% |
| 6M | -7.5% | +1.6% | -9.0% | -10.6% |
| YTD | -6.4% | -6.6% | +0.2% | -7.2% |
| 1Y | -17.3% | -22.9% | +5.6% | -10.5% |
| 3Y | +109.9% | +244.3% | -134.3% | -8.9% |
| All | +62.8% | +107.9% | -45.1% | -18.6% |
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