+75.0%
SPY vs META
+94.9%
-20.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | -5.4% | -15.4% | +10.0% | -1.9% |
| 3M | -4.1% | +3.5% | -7.6% | -5.5% |
| 6M | +0.7% | -0.3% | +1.0% | -0.5% |
| YTD | +8.7% | -7.3% | +16.0% | +8.6% |
| 1Y | +10.9% | -1.1% | +12.0% | +8.7% |
| 3Y | +75.0% | +95.1% | -20.1% | +47.3% |
| All | +75.0% | +94.9% | -20.0% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling