+425.7%
META vs SPY
+315.0%
+110.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.8% | +2.0% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | -10.8% | -3.3% | -7.4% | -6.6% |
| 3M | +8.4% | -2.4% | +10.8% | +12.2% |
| 6M | +5.4% | +2.6% | +2.8% | +2.1% |
| YTD | -2.6% | +11.2% | -13.8% | -15.1% |
| 1Y | +3.5% | +13.4% | -9.9% | -12.1% |
| 3Y | +102.0% | +79.9% | +22.1% | -4.8% |
| 5Y | +93.1% | +72.2% | +20.9% | +0.7% |
| 10Y | +425.7% | +307.3% | +118.3% | -5.8% |
| All | +425.7% | +315.0% | +110.6% | -5.8% |
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