+404.3%
META vs SPY
+312.9%
+91.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.4% |
| 7D | -0.8% | -2.7% | +1.9% | +2.8% |
| 30D | -15.4% | -5.4% | -10.0% | -8.9% |
| 3M | +3.5% | -4.1% | +7.6% | +9.6% |
| 6M | -0.3% | +0.7% | -1.0% | -1.1% |
| YTD | -7.3% | +8.7% | -16.0% | -16.7% |
| 1Y | -1.1% | +10.9% | -12.0% | -13.5% |
| 3Y | +95.1% | +75.0% | +20.1% | -4.6% |
| 5Y | +80.6% | +67.8% | +12.8% | -2.6% |
| All | +404.3% | +312.9% | +91.4% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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