+436.0%
META vs STLD
+804.7%
-368.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -1.0% |
| 7D | +3.3% | -4.7% | +7.9% | +4.6% |
| 30D | -10.8% | -0.9% | -9.8% | -10.6% |
| 3M | +7.9% | -11.9% | +19.8% | +11.2% |
| 6M | +5.4% | +0.9% | +4.5% | +3.9% |
| YTD | -2.6% | +40.4% | -43.0% | -13.1% |
| 1Y | +1.9% | +56.6% | -54.7% | -12.0% |
| 3Y | +97.0% | +125.5% | -28.5% | +50.4% |
| 5Y | +97.6% | +292.8% | -195.2% | +26.1% |
| 10Y | +436.0% | +787.1% | -351.0% | +158.9% |
| All | +436.0% | +804.7% | -368.7% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling