+0.6%
META vs STLA
-61.0%
+61.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -1.4% |
| 7D | -0.2% | -11.6% | +11.4% | +1.7% |
| 30D | -15.4% | -6.2% | -9.2% | -14.6% |
| 3M | +5.0% | -24.6% | +29.6% | +10.3% |
| 6M | +5.2% | -44.9% | +50.1% | +18.0% |
| YTD | -4.5% | -62.3% | +57.8% | +11.4% |
| 1Y | +0.6% | -61.8% | +62.4% | +16.3% |
| All | +0.6% | -61.0% | +61.7% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling