+79.1%
META vs SPY
+67.0%
+12.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.5% | +3.0% |
| 7D | -3.1% | -4.7% | +1.6% | +4.5% |
| 30D | -18.1% | -5.9% | -12.2% | -9.8% |
| 3M | +2.9% | -4.5% | +7.4% | +10.8% |
| 6M | +0.2% | +1.8% | -1.6% | -2.8% |
| YTD | -8.1% | +8.3% | -16.4% | -19.1% |
| 1Y | -4.5% | +9.3% | -13.9% | -17.3% |
| 3Y | +94.2% | +74.9% | +19.3% | -23.1% |
| 5Y | +79.1% | +67.3% | +11.8% | -15.5% |
| All | +79.1% | +67.0% | +12.1% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling