-1.1%
META vs STLD
+45.5%
-46.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | -0.8% | -11.1% | +10.3% | +0.8% |
| 30D | -15.4% | -4.8% | -10.6% | -14.8% |
| 3M | +3.5% | -14.6% | +18.1% | +5.6% |
| 6M | -0.3% | -7.4% | +7.1% | 0.0% |
| YTD | -7.3% | +32.6% | -39.9% | -15.1% |
| 1Y | -1.1% | +47.3% | -48.4% | -7.3% |
| All | -1.1% | +45.5% | -46.5% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling