+84.7%
META vs SRE
+51.9%
+32.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | +3.1% | -1.1% | +4.1% | +3.3% |
| 30D | -18.2% | -4.1% | -14.1% | -17.6% |
| 3M | +7.8% | -7.3% | +15.1% | +9.2% |
| 6M | +3.6% | -14.1% | +17.7% | +6.3% |
| YTD | -5.3% | -8.5% | +3.2% | -4.6% |
| 1Y | +2.7% | -12.0% | +14.8% | +4.5% |
| 3Y | +91.5% | +23.4% | +68.1% | +71.9% |
| 5Y | +84.7% | +51.3% | +33.4% | +45.6% |
| All | +84.7% | +51.9% | +32.8% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling