+404.3%
META vs SPXU
-99.5%
+503.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +0.5% |
| 7D | -0.8% | +7.6% | -8.3% | +3.0% |
| 30D | -15.4% | +17.5% | -32.9% | -8.3% |
| 3M | +3.5% | +14.7% | -11.1% | +11.5% |
| 6M | -0.3% | -0.1% | -0.2% | +2.3% |
| YTD | -7.3% | -19.8% | +12.5% | -12.0% |
| 1Y | -1.1% | -23.7% | +22.7% | -7.7% |
| 3Y | +95.1% | -79.5% | +174.5% | +19.0% |
| 5Y | +80.6% | -81.9% | +162.5% | +32.9% |
| All | +404.3% | -99.5% | +503.8% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling