+1,563.7%
META vs STLD
+2,974.9%
-1,411.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.5% | +2.2% |
| 7D | +2.9% | -3.9% | +6.8% | +3.9% |
| 30D | -15.1% | -0.4% | -14.7% | -15.0% |
| 3M | +7.2% | -9.2% | +16.4% | +9.5% |
| 6M | +3.4% | +5.0% | -1.6% | +1.0% |
| YTD | -4.3% | +42.8% | -47.1% | -14.2% |
| 1Y | +0.8% | +60.1% | -59.3% | -12.5% |
| 3Y | +102.2% | +123.5% | -21.3% | +58.1% |
| 5Y | +89.4% | +302.0% | -212.6% | +24.8% |
| 10Y | +426.7% | +959.3% | -532.5% | +152.0% |
| All | +1,563.7% | +2,974.9% | -1,411.2% | +589.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling