+404.3%
META vs STLA
+18.3%
+386.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -4.5% | +3.7% | +0.5% |
| 30D | -15.4% | -3.9% | -11.5% | -14.9% |
| 3M | +3.5% | -20.2% | +23.7% | +9.6% |
| 6M | -0.3% | -42.2% | +41.9% | +16.5% |
| YTD | -7.3% | -59.3% | +52.0% | +19.1% |
| 1Y | -1.1% | -56.1% | +55.0% | +23.4% |
| 3Y | +95.1% | -73.7% | +168.7% | +174.3% |
| 5Y | +80.6% | -70.3% | +150.9% | +136.5% |
| All | +404.3% | +18.3% | +386.0% | +381.5% |
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