-18.2%
META vs SPYG
+20.7%
-38.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +6.0% | +1.2% | +4.8% | +4.8% |
| 30D | +3.6% | -1.6% | +5.2% | +5.3% |
| 3M | +4.9% | +3.4% | +1.5% | +1.8% |
| 6M | -4.7% | +18.9% | -23.6% | -22.5% |
| YTD | -6.9% | +13.8% | -20.7% | -21.0% |
| 1Y | -18.2% | +20.6% | -38.8% | -31.2% |
| All | -18.2% | +20.7% | -38.9% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling