+1.9%
META vs STM
+90.8%
-89.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +3.3% | -7.9% | +11.2% | +3.8% |
| 30D | -10.8% | -14.1% | +3.4% | -9.9% |
| 3M | +7.9% | -17.6% | +25.5% | +9.2% |
| 6M | +5.4% | -24.2% | +29.6% | +6.4% |
| YTD | -2.6% | +73.3% | -75.9% | -12.6% |
| 1Y | +1.9% | +90.1% | -88.2% | -9.3% |
| All | +1.9% | +90.8% | -89.0% | -9.3% |
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