+1,593.8%
META vs SRE
+283.2%
+1,310.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +3.3% | -8.2% | +11.5% | +5.8% |
| 30D | -10.8% | -3.6% | -7.1% | -9.9% |
| 3M | +7.9% | -6.3% | +14.1% | +9.6% |
| 6M | +5.4% | -13.0% | +18.4% | +9.1% |
| YTD | -2.6% | -9.2% | +6.6% | -0.9% |
| 1Y | +1.9% | -13.1% | +15.0% | +5.0% |
| 3Y | +97.0% | +22.4% | +74.5% | +77.1% |
| 5Y | +97.6% | +47.1% | +50.5% | +65.2% |
| 10Y | +436.0% | +121.0% | +315.1% | +276.5% |
| All | +1,593.8% | +283.2% | +1,310.6% | +802.2% |
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