+2.6%
META vs SYY
+7.4%
-4.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +3.3% | +4.7% | -1.5% | +3.4% |
| 30D | -10.8% | -0.7% | -10.1% | -11.0% |
| 3M | +7.9% | -6.8% | +14.7% | +7.6% |
| 6M | +5.4% | +8.6% | -3.3% | +4.9% |
| YTD | -2.6% | +8.4% | -11.0% | -3.2% |
| All | +2.6% | +7.4% | -4.8% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling