+1,527.5%
META vs SU
+292.4%
+1,235.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +6.7% | +3.6% | +3.1% | +6.0% |
| 30D | +4.8% | +7.9% | -3.1% | +3.1% |
| 3M | -1.6% | +3.5% | -5.1% | -2.7% |
| 6M | -7.5% | +19.0% | -26.4% | -11.6% |
| YTD | -6.4% | +55.0% | -61.4% | -15.6% |
| 1Y | -17.3% | +71.2% | -88.6% | -27.1% |
| 3Y | +109.9% | +117.4% | -7.5% | +73.5% |
| 5Y | +65.4% | +335.2% | -269.8% | +15.8% |
| 10Y | +391.8% | +248.7% | +143.1% | +243.7% |
| All | +1,527.5% | +292.4% | +1,235.1% | +1,018.9% |
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