+1,527.5%
META vs SPY
+651.3%
+876.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | +6.7% | +0.1% | +6.6% | +6.6% |
| 30D | +4.8% | +0.1% | +4.7% | +4.7% |
| 3M | -1.6% | +2.0% | -3.6% | -4.0% |
| 6M | -7.5% | +13.0% | -20.5% | -20.5% |
| YTD | -6.4% | +13.5% | -19.9% | -20.1% |
| 1Y | -17.3% | +20.0% | -37.3% | -34.1% |
| 3Y | +109.9% | +77.2% | +32.7% | +4.7% |
| 5Y | +65.4% | +81.9% | -16.5% | -16.1% |
| 10Y | +391.8% | +314.1% | +77.8% | +5.6% |
| All | +1,527.5% | +651.3% | +876.2% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling