+62.8%
META vs SPYM
+82.7%
-19.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | 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% | -3.7% | -4.7% |
| 6M | -7.5% | +13.1% | -20.5% | -24.0% |
| YTD | -6.4% | +13.6% | -20.0% | -23.8% |
| 1Y | -17.3% | +20.1% | -37.4% | -38.5% |
| 3Y | +109.9% | +77.6% | +32.4% | -18.4% |
| All | +62.8% | +82.7% | -19.9% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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