+74.4%
SPY vs META
+93.3%
-18.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.5% | -3.5% |
| 7D | -4.7% | -3.1% | -1.6% | -4.0% |
| 30D | -5.9% | -18.1% | +12.2% | -1.7% |
| 3M | -4.5% | +2.9% | -7.4% | -5.8% |
| 6M | +1.8% | +0.2% | +1.6% | +0.4% |
| YTD | +8.3% | -8.1% | +16.4% | +8.5% |
| 1Y | +9.3% | -4.5% | +13.9% | +8.2% |
| All | +74.4% | +93.3% | -18.9% | +47.2% |
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