-1.1%
META vs STM
+75.4%
-76.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.5% |
| 7D | -0.8% | -10.7% | +10.0% | +0.1% |
| 30D | -15.4% | -25.7% | +10.3% | -13.7% |
| 3M | +3.5% | -21.6% | +25.1% | +5.3% |
| 6M | -0.3% | -27.8% | +27.5% | +1.0% |
| YTD | -7.3% | +61.8% | -69.1% | -16.3% |
| 1Y | -1.1% | +78.1% | -79.2% | -11.3% |
| All | -1.1% | +75.4% | -76.5% | -11.3% |
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