+379.6%
META vs STLD
+1,105.0%
-725.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | +6.7% | +3.1% | +3.6% | +5.8% |
| 30D | +4.8% | -9.0% | +13.7% | +7.2% |
| 3M | -1.6% | -12.4% | +10.7% | +1.2% |
| 6M | -7.5% | +25.5% | -33.0% | -14.1% |
| YTD | -6.4% | +43.6% | -50.0% | -16.6% |
| 1Y | -17.3% | +87.2% | -104.5% | -31.8% |
| 3Y | +109.9% | +135.2% | -25.3% | +59.4% |
| 5Y | +65.4% | +290.9% | -225.5% | +6.6% |
| All | +379.6% | +1,105.0% | -725.4% | +125.4% |
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