-17.3%
META vs STRL
+76.3%
-93.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | +0.7% |
| 7D | +6.7% | +3.4% | +3.3% | +6.5% |
| 30D | +4.8% | -9.2% | +14.0% | +5.2% |
| 3M | -1.6% | -51.0% | +49.4% | +2.9% |
| 6M | -7.5% | +15.8% | -23.2% | -12.5% |
| YTD | -6.4% | +58.9% | -65.3% | -15.6% |
| 1Y | -17.3% | +68.5% | -85.9% | -23.4% |
| All | -17.3% | +76.3% | -93.6% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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