+79.1%
META vs STLA
-70.3%
+149.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.6% | -2.4% |
| 7D | -3.1% | -5.5% | +2.4% | -1.4% |
| 30D | -18.1% | -3.7% | -14.4% | -17.6% |
| 3M | +2.9% | -21.1% | +24.0% | +10.2% |
| 6M | +0.2% | -38.3% | +38.5% | +16.5% |
| YTD | -8.1% | -59.2% | +51.1% | +22.0% |
| 1Y | -4.5% | -56.7% | +52.2% | +23.1% |
| 3Y | +94.2% | -74.3% | +168.5% | +190.9% |
| 5Y | +79.1% | -70.2% | +149.3% | +119.7% |
| All | +79.1% | -70.3% | +149.4% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling