+62.8%
META vs STLD
+292.4%
-229.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +6.7% | +3.1% | +3.6% | +5.7% |
| 30D | +4.8% | -9.0% | +13.7% | +7.5% |
| 3M | -1.6% | -12.4% | +10.7% | +1.6% |
| 6M | -7.5% | +25.5% | -33.0% | -15.2% |
| YTD | -6.4% | +43.6% | -50.0% | -18.2% |
| 1Y | -17.3% | +87.2% | -104.5% | -33.9% |
| 3Y | +109.9% | +135.2% | -25.3% | +51.1% |
| All | +62.8% | +292.4% | -229.6% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling