+107.3%
META vs STLA
-64.3%
+171.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +6.7% | +2.6% | +4.1% | +5.9% |
| 30D | +4.8% | -1.2% | +6.0% | +4.9% |
| 3M | -1.6% | -24.8% | +23.1% | +5.6% |
| 6M | -7.5% | -25.6% | +18.1% | -0.6% |
| YTD | -6.4% | -48.9% | +42.5% | +9.3% |
| 1Y | -17.3% | -38.8% | +21.4% | -8.6% |
| All | +107.3% | -64.3% | +171.6% | +148.0% |
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 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