+425.7%
META vs STM
+433.9%
-8.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.8% | -1.6% | +2.8% |
| 7D | +5.7% | -5.6% | +11.3% | +7.5% |
| 30D | -10.8% | -14.4% | +3.7% | -6.4% |
| 3M | +8.4% | -20.5% | +28.9% | +15.8% |
| 6M | +5.4% | -24.5% | +29.9% | +9.6% |
| YTD | -2.6% | +72.7% | -75.3% | -28.7% |
| 1Y | +3.5% | +91.0% | -87.5% | -27.5% |
| 3Y | +102.0% | +13.5% | +88.5% | +61.7% |
| 5Y | +93.1% | -9.2% | +102.3% | +66.4% |
| 10Y | +425.7% | +422.5% | +3.1% | +147.8% |
| All | +425.7% | +433.9% | -8.2% | +147.8% |
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