+79.1%
META vs STM
-17.8%
+96.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.4% | +8.4% | +0.3% |
| 7D | -3.1% | -20.1% | +17.0% | +4.3% |
| 30D | -18.1% | -32.0% | +13.9% | -7.1% |
| 3M | +2.9% | -24.2% | +27.0% | +11.6% |
| 6M | +0.2% | -29.9% | +30.1% | +5.9% |
| YTD | -8.1% | +54.9% | -63.0% | -33.4% |
| 1Y | -4.5% | +68.0% | -72.5% | -33.6% |
| 3Y | +94.2% | -0.1% | +94.3% | +58.1% |
| 5Y | +79.1% | -17.9% | +97.0% | +58.4% |
| All | +79.1% | -17.8% | +96.8% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling