+72.9%
SPY vs META
+94.8%
-21.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +3.3% | -3.9% | -1.3% |
| 30D | -3.7% | -10.8% | +7.1% | -1.3% |
| 3M | -2.7% | +7.9% | -10.6% | -5.0% |
| 6M | +2.2% | +5.4% | -3.2% | -0.3% |
| YTD | +10.8% | -2.6% | +13.4% | +9.5% |
| 1Y | +11.2% | +1.9% | +9.4% | +8.6% |
| 3Y | +76.5% | +97.0% | -20.5% | +44.7% |
| 5Y | +72.9% | +97.6% | -24.7% | +32.6% |
| All | +72.9% | +94.8% | -21.8% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling