+102.0%
META vs STLA
-73.7%
+175.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +5.7% | -6.4% | +12.1% | +7.3% |
| 30D | -10.8% | -1.3% | -9.4% | -10.8% |
| 3M | +8.4% | -19.9% | +28.3% | +13.6% |
| 6M | +5.4% | -42.9% | +48.3% | +20.4% |
| YTD | -2.6% | -59.4% | +56.8% | +19.8% |
| 1Y | +3.5% | -56.8% | +60.3% | +24.7% |
| 3Y | +102.0% | -73.1% | +175.1% | +163.8% |
| All | +102.0% | -73.7% | +175.7% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling