+436.0%
META vs STLA
+12.4%
+423.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +1.1% |
| 7D | +3.3% | -4.9% | +8.2% | +4.9% |
| 30D | -10.8% | -4.9% | -5.8% | -9.9% |
| 3M | +7.9% | -23.7% | +31.6% | +15.9% |
| 6M | +5.4% | -45.0% | +50.4% | +25.3% |
| YTD | -2.6% | -60.9% | +58.3% | +27.0% |
| 1Y | +1.9% | -58.9% | +60.7% | +30.1% |
| 3Y | +97.0% | -74.4% | +171.4% | +180.4% |
| 5Y | +97.6% | -71.5% | +169.2% | +162.9% |
| 10Y | +436.0% | +5.3% | +430.8% | +383.0% |
| All | +436.0% | +12.4% | +423.7% | +383.0% |
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