+400.1%
META vs STLD
+864.5%
-464.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.6% | +3.6% | -1.9% |
| 7D | -3.1% | -12.5% | +9.4% | +0.4% |
| 30D | -18.1% | -6.8% | -11.3% | -16.6% |
| 3M | +2.9% | -16.4% | +19.2% | +7.5% |
| 6M | +0.2% | -6.1% | +6.3% | +0.7% |
| YTD | -8.1% | +32.0% | -40.1% | -16.5% |
| 1Y | -4.5% | +45.5% | -50.0% | -15.7% |
| 3Y | +94.2% | +106.5% | -12.3% | +52.3% |
| 5Y | +79.1% | +267.2% | -188.1% | +17.1% |
| All | +400.1% | +864.5% | -464.4% | +152.2% |
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