-14.3%
META vs SU
+74.8%
-89.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +7.0% |
| 7D | +10.3% | +1.6% | +8.7% | +10.7% |
| 30D | +9.9% | +10.7% | -0.9% | +12.9% |
| 3M | +11.9% | +13.5% | -1.6% | +15.9% |
| 6M | +1.2% | +21.8% | -20.7% | +3.7% |
| YTD | -0.8% | +58.8% | -59.6% | +2.1% |
| 1Y | -14.3% | +72.0% | -86.4% | -14.2% |
| All | -14.3% | +74.8% | -89.2% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling