+84.7%
META vs SPXU
-83.8%
+168.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.3% |
| 7D | +3.1% | -9.4% | +12.4% | -2.0% |
| 30D | -18.2% | +7.4% | -25.7% | -14.0% |
| 3M | +7.8% | +6.2% | +1.7% | +13.3% |
| 6M | +3.6% | -7.2% | +10.8% | +2.7% |
| YTD | -5.3% | -26.8% | +21.5% | -15.5% |
| 1Y | +2.7% | -26.3% | +29.0% | -7.5% |
| 3Y | +91.5% | -80.6% | +172.1% | -3.0% |
| 5Y | +84.7% | -83.6% | +168.3% | +21.9% |
| All | +84.7% | -83.8% | +168.5% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling