+93.4%
META vs SPY
+74.5%
+18.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.5% | +2.3% |
| 7D | -3.1% | -4.7% | +1.6% | +3.7% |
| 30D | -18.1% | -5.9% | -12.2% | -10.7% |
| 3M | +2.9% | -4.5% | +7.4% | +10.0% |
| 6M | +0.2% | +1.8% | -1.6% | -2.3% |
| YTD | -8.1% | +8.3% | -16.4% | -18.1% |
| 1Y | -4.5% | +9.3% | -13.9% | -16.1% |
| All | +93.4% | +74.5% | +18.9% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling