+1,497.9%
META vs STM
+1,076.3%
+421.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.4% | +8.4% | -0.1% |
| 7D | -3.1% | -20.1% | +17.0% | +3.6% |
| 30D | -18.1% | -32.0% | +13.9% | -8.2% |
| 3M | +2.9% | -24.2% | +27.0% | +10.8% |
| 6M | +0.2% | -29.9% | +30.1% | +6.3% |
| YTD | -8.1% | +54.9% | -63.0% | -27.2% |
| 1Y | -4.5% | +68.0% | -72.5% | -26.7% |
| 3Y | +94.2% | -0.1% | +94.3% | +67.8% |
| 5Y | +79.1% | -17.9% | +97.0% | +63.7% |
| 10Y | +405.9% | +392.2% | +13.7% | +182.0% |
| All | +1,497.9% | +1,076.3% | +421.6% | +748.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling