+0.8%
META vs STM
+92.4%
-91.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.1% | +7.5% | +1.9% |
| 7D | +2.9% | -6.0% | +8.9% | +3.3% |
| 30D | -15.1% | -20.9% | +5.9% | -13.8% |
| 3M | +7.2% | -15.8% | +23.0% | +8.4% |
| 6M | +3.4% | -17.0% | +20.4% | +3.2% |
| YTD | -4.3% | +76.8% | -81.1% | -15.2% |
| 1Y | +0.8% | +96.5% | -95.7% | -12.1% |
| All | +0.8% | +92.4% | -91.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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