+307.3%
SPY vs META
+432.9%
-125.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.8% | +1.0% |
| 7D | +0.1% | +5.7% | -5.6% | -1.4% |
| 30D | -3.3% | -10.8% | +7.4% | -0.4% |
| 3M | -2.4% | +8.4% | -10.8% | -5.3% |
| 6M | +2.6% | +5.4% | -2.8% | -0.4% |
| YTD | +11.2% | -2.6% | +13.8% | +9.6% |
| 1Y | +13.4% | +3.5% | +9.9% | +9.6% |
| 3Y | +79.9% | +102.0% | -22.1% | +39.3% |
| 5Y | +72.2% | +93.1% | -20.9% | +28.7% |
| 10Y | +307.3% | +425.7% | -118.3% | +104.6% |
| All | +307.3% | +432.9% | -125.6% | +104.6% |
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