+404.3%
META vs STM
+398.5%
+5.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.7% |
| 7D | -0.8% | -10.7% | +10.0% | +2.8% |
| 30D | -15.4% | -25.7% | +10.3% | -6.9% |
| 3M | +3.5% | -21.6% | +25.1% | +11.0% |
| 6M | -0.3% | -27.8% | +27.5% | +5.0% |
| YTD | -7.3% | +61.8% | -69.1% | -30.6% |
| 1Y | -1.1% | +78.1% | -79.2% | -29.0% |
| 3Y | +95.1% | +4.9% | +90.2% | +60.6% |
| 5Y | +80.6% | -14.3% | +94.8% | +58.7% |
| All | +404.3% | +398.5% | +5.8% | +143.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling