+107.3%
META vs SPY
+77.4%
+29.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.6% |
| 7D | +6.7% | +0.1% | +6.6% | +6.5% |
| 30D | +4.8% | +0.1% | +4.7% | +4.7% |
| 3M | -1.6% | +2.0% | -3.6% | -4.2% |
| 6M | -7.5% | +13.0% | -20.5% | -22.4% |
| YTD | -6.4% | +13.5% | -19.9% | -22.0% |
| 1Y | -17.3% | +20.0% | -37.3% | -36.3% |
| All | +107.3% | +77.4% | +29.9% | -10.9% |
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 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