+625.8%
SPY vs META
+1,352.7%
-726.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | -4.5% | +2.9% | -7.4% | -5.6% |
| 6M | +1.8% | +0.2% | +1.6% | +0.6% |
| YTD | +8.3% | -8.1% | +16.4% | +8.5% |
| 1Y | +9.3% | -4.5% | +13.9% | +8.5% |
| 3Y | +74.9% | +94.2% | -19.3% | +45.6% |
| 5Y | +67.3% | +79.1% | -11.8% | +34.5% |
| 10Y | +311.6% | +405.9% | -94.3% | +169.7% |
| All | +625.8% | +1,352.7% | -726.9% | +344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling