+1,527.5%
META vs SPXU
-100.0%
+1,627.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.5% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +4.8% | +0.8% | +3.9% | +5.3% |
| 3M | -1.6% | -4.7% | +3.1% | -2.3% |
| 6M | -7.5% | -29.6% | +22.2% | -18.0% |
| YTD | -6.4% | -29.9% | +23.5% | -16.7% |
| 1Y | -17.3% | -39.1% | +21.7% | -29.9% |
| 3Y | +109.9% | -80.0% | +189.9% | +29.7% |
| 5Y | +65.4% | -86.0% | +151.4% | +11.7% |
| 10Y | +391.8% | -99.5% | +491.3% | +48.0% |
| All | +1,527.5% | -100.0% | +1,627.4% | +248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling