+1,560.5%
META vs SU
+301.9%
+1,258.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.3% |
| 7D | -0.2% | -4.3% | +4.1% | +0.6% |
| 30D | -15.4% | -6.2% | -9.2% | -14.4% |
| 3M | +5.0% | +9.7% | -4.7% | +2.8% |
| 6M | +5.2% | +7.3% | -2.1% | +2.9% |
| YTD | -4.5% | +58.7% | -63.2% | -14.5% |
| 1Y | +0.6% | +59.7% | -59.1% | -10.1% |
| 3Y | +93.1% | +129.2% | -36.2% | +57.9% |
| 5Y | +93.7% | +223.7% | -130.0% | +44.4% |
| 10Y | +433.3% | +235.9% | +197.4% | +274.7% |
| All | +1,560.5% | +301.9% | +1,258.5% | +1,033.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling