+93.4%
META vs STLA
-74.0%
+167.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.6% | -2.9% |
| 7D | -3.1% | -5.5% | +2.4% | -1.9% |
| 30D | -18.1% | -3.7% | -14.4% | -17.6% |
| 3M | +2.9% | -21.1% | +24.0% | +8.3% |
| 6M | +0.2% | -38.3% | +38.5% | +12.1% |
| YTD | -8.1% | -59.2% | +51.1% | +12.8% |
| 1Y | -4.5% | -56.7% | +52.2% | +14.9% |
| All | +93.4% | -74.0% | +167.4% | +150.7% |
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