+62.8%
META vs SPYG
+85.0%
-22.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.2% |
| 7D | +6.7% | +0.4% | +6.3% | +6.2% |
| 30D | +4.8% | -0.4% | +5.2% | +5.4% |
| 3M | -1.6% | +0.5% | -2.2% | -2.7% |
| 6M | -7.5% | +17.5% | -24.9% | -26.1% |
| YTD | -6.4% | +14.3% | -20.7% | -22.6% |
| 1Y | -17.3% | +21.7% | -39.1% | -37.4% |
| 3Y | +109.9% | +98.6% | +11.3% | -21.6% |
| All | +62.8% | +85.0% | -22.2% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling