+62.8%
META vs STM
+20.8%
+42.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.3% |
| 7D | +6.7% | +5.8% | +0.9% | +4.6% |
| 30D | +4.8% | -1.0% | +5.8% | +4.8% |
| 3M | -1.6% | -33.3% | +31.6% | +10.8% |
| 6M | -7.5% | +57.4% | -64.8% | -29.6% |
| YTD | -6.4% | +102.2% | -108.6% | -37.3% |
| 1Y | -17.3% | +99.6% | -116.9% | -45.2% |
| 3Y | +109.9% | +14.5% | +95.4% | +71.8% |
| All | +62.8% | +20.8% | +42.0% | +23.2% |
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