+95.1%
META vs SRE
+18.5%
+76.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.0% |
| 7D | -0.8% | -9.2% | +8.4% | 0.0% |
| 30D | -15.4% | -1.9% | -13.5% | -15.3% |
| 3M | +3.5% | -6.5% | +10.1% | +4.0% |
| 6M | -0.3% | -15.2% | +15.0% | +1.1% |
| YTD | -7.3% | -9.5% | +2.1% | -7.2% |
| 1Y | -1.1% | -13.2% | +12.1% | -0.2% |
| 3Y | +95.1% | +19.5% | +75.6% | +90.3% |
| All | +95.1% | +18.5% | +76.6% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling