+447.1%
META vs STM
+467.4%
-20.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | +3.1% | +16.3% | -13.2% | -2.3% |
| 30D | -18.2% | -6.3% | -11.9% | -16.9% |
| 3M | +7.8% | -14.1% | +21.9% | +12.1% |
| 6M | +3.6% | -19.6% | +23.2% | +5.3% |
| YTD | -5.3% | +80.1% | -85.4% | -31.7% |
| 1Y | +2.7% | +95.4% | -92.6% | -28.6% |
| 3Y | +91.5% | +14.7% | +76.8% | +53.1% |
| 5Y | +84.7% | -5.4% | +90.1% | +56.8% |
| All | +447.1% | +467.4% | -20.3% | +158.7% |
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