+312.8%
SPY vs META
+391.2%
-78.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | +0.1% | +6.7% | -6.6% | -1.7% |
| 30D | +0.1% | +4.8% | -4.7% | -1.4% |
| 3M | +2.0% | -1.6% | +3.6% | +1.7% |
| 6M | +13.0% | -7.5% | +20.5% | +14.0% |
| YTD | +13.5% | -6.4% | +19.9% | +13.8% |
| 1Y | +20.0% | -17.3% | +37.3% | +24.1% |
| 3Y | +77.2% | +109.9% | -32.7% | +36.1% |
| 5Y | +81.9% | +65.4% | +16.5% | +43.7% |
| All | +312.8% | +391.2% | -78.4% | +111.3% |
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