+400.1%
META vs STM
+377.3%
+22.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.4% | +8.4% | +0.4% |
| 7D | -3.1% | -20.1% | +17.0% | +4.3% |
| 30D | -18.1% | -32.0% | +13.9% | -7.0% |
| 3M | +2.9% | -24.2% | +27.0% | +11.6% |
| 6M | +0.2% | -29.9% | +30.1% | +6.6% |
| YTD | -8.1% | +54.9% | -63.0% | -30.1% |
| 1Y | -4.5% | +68.0% | -72.5% | -30.0% |
| 3Y | +94.2% | -0.1% | +94.3% | +62.8% |
| 5Y | +79.1% | -17.9% | +97.0% | +59.8% |
| All | +400.1% | +377.3% | +22.8% | +145.1% |
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 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