+1,527.5%
META vs SRE
+307.5%
+1,220.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +4.8% | -0.7% | +5.5% | +4.8% |
| 3M | -1.6% | -6.3% | +4.7% | -0.2% |
| 6M | -7.5% | -10.7% | +3.2% | -5.0% |
| YTD | -6.4% | -3.5% | -2.9% | -6.3% |
| 1Y | -17.3% | +5.3% | -22.6% | -19.7% |
| 3Y | +109.9% | +31.8% | +78.1% | +84.5% |
| 5Y | +65.4% | +47.4% | +18.0% | +38.7% |
| 10Y | +391.8% | +120.6% | +271.2% | +247.4% |
| All | +1,527.5% | +307.5% | +1,220.0% | +753.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling