+404.3%
META vs SYY
+97.7%
+306.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.3% |
| 7D | -0.8% | -7.3% | +6.5% | +1.0% |
| 30D | -15.4% | +0.1% | -15.5% | -15.7% |
| 3M | +3.5% | -8.2% | +11.7% | +5.4% |
| 6M | -0.3% | +6.3% | -6.5% | -2.6% |
| YTD | -7.3% | +7.3% | -14.7% | -10.7% |
| 1Y | -1.1% | +8.5% | -9.6% | -5.0% |
| 3Y | +95.1% | +24.9% | +70.1% | +76.6% |
| 5Y | +80.6% | +8.0% | +72.5% | +71.3% |
| All | +404.3% | +97.7% | +306.6% | +295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling