+1,593.8%
META vs SPYM
+641.1%
+952.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.4% |
| 7D | +3.3% | -0.6% | +3.8% | +4.0% |
| 30D | -10.8% | -3.7% | -7.1% | -6.5% |
| 3M | +7.9% | -2.7% | +10.6% | +11.9% |
| 6M | +5.4% | +2.2% | +3.2% | +2.8% |
| YTD | -2.6% | +10.9% | -13.5% | -13.8% |
| 1Y | +1.9% | +11.3% | -9.5% | -10.3% |
| 3Y | +97.0% | +76.8% | +20.1% | +1.1% |
| 5Y | +97.6% | +73.5% | +24.1% | +8.6% |
| 10Y | +436.0% | +307.9% | +128.1% | +30.8% |
| All | +1,593.8% | +641.1% | +952.7% | +226.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling