+462.9%
META vs SPY
+307.0%
+155.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.4% |
| 7D | +5.2% | +2.6% | +2.6% | +1.6% |
| 30D | -13.0% | -2.0% | -11.0% | -10.7% |
| 3M | +7.9% | -2.8% | +10.7% | +12.2% |
| 6M | +4.2% | +2.1% | +2.1% | +1.4% |
| YTD | -2.5% | +11.5% | -14.0% | -15.3% |
| 1Y | +5.6% | +13.5% | -7.9% | -10.4% |
| 3Y | +96.8% | +77.7% | +19.1% | -5.8% |
| 5Y | +90.0% | +72.6% | +17.4% | -1.4% |
| All | +462.9% | +307.0% | +155.9% | +1.0% |
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