+307.8%
SPY vs META
+443.8%
-136.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.2% |
| 7D | +2.6% | +5.2% | -2.6% | +1.1% |
| 30D | -2.0% | -13.0% | +11.0% | +1.7% |
| 3M | -2.8% | +7.9% | -10.7% | -5.5% |
| 6M | +2.1% | +4.2% | -2.1% | -0.5% |
| YTD | +11.5% | -2.5% | +14.0% | +9.8% |
| 1Y | +13.5% | +5.6% | +7.9% | +9.1% |
| 3Y | +77.7% | +96.8% | -19.1% | +38.6% |
| 5Y | +72.6% | +90.0% | -17.4% | +29.7% |
| All | +307.8% | +443.8% | -136.0% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 META 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