+1,563.7%
META vs SUI
+398.0%
+1,165.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.7% | -0.3% |
| 7D | +2.9% | +10.0% | -7.2% | -0.5% |
| 30D | -15.1% | +8.4% | -23.5% | -17.6% |
| 3M | +7.2% | +0.7% | +6.6% | +6.6% |
| 6M | +3.4% | -0.9% | +4.3% | +3.1% |
| YTD | -4.3% | +0.6% | -5.0% | -5.3% |
| 1Y | +0.8% | +0.8% | 0.0% | -0.3% |
| 3Y | +102.2% | +15.5% | +86.7% | +85.0% |
| 5Y | +89.4% | -25.9% | +115.2% | +102.9% |
| 10Y | +426.7% | +119.5% | +307.2% | +297.5% |
| All | +1,563.7% | +398.0% | +1,165.7% | +920.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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