+462.9%
META vs STLA
-4.1%
+467.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.2% |
| 7D | +5.2% | -13.8% | +18.9% | +10.0% |
| 30D | -13.0% | -10.5% | -2.5% | -10.6% |
| 3M | +7.9% | -28.9% | +36.8% | +18.4% |
| 6M | +4.2% | -49.7% | +54.0% | +27.4% |
| YTD | -2.5% | -64.9% | +62.4% | +31.3% |
| 1Y | +5.6% | -64.0% | +69.6% | +40.5% |
| 3Y | +96.8% | -77.4% | +174.2% | +191.1% |
| 5Y | +90.0% | -74.4% | +164.5% | +161.1% |
| All | +462.9% | -4.1% | +467.0% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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