+86.4%
META vs SPYM
+72.6%
+13.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.5% |
| 7D | +5.2% | +2.6% | +2.6% | +1.0% |
| 30D | -13.0% | -2.0% | -11.0% | -10.2% |
| 3M | +7.9% | -2.8% | +10.7% | +13.0% |
| 6M | +4.2% | +2.2% | +2.1% | +0.6% |
| YTD | -2.5% | +11.5% | -14.1% | -18.3% |
| 1Y | +5.6% | +13.5% | -7.9% | -14.1% |
| 3Y | +96.8% | +78.0% | +18.8% | -24.7% |
| All | +86.4% | +72.6% | +13.8% | -18.0% |
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