+400.1%
META vs STRL
+3,456.6%
-3,056.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.9% | +9.9% | -1.9% |
| 7D | -3.1% | -34.6% | +31.5% | +2.6% |
| 30D | -18.1% | -56.7% | +38.5% | -7.9% |
| 3M | +2.9% | -54.4% | +57.3% | +14.3% |
| 6M | +0.2% | -69.7% | +69.9% | +16.5% |
| YTD | -8.1% | -20.2% | +12.1% | -13.0% |
| 1Y | -4.5% | -40.6% | +36.0% | -5.1% |
| 3Y | +94.2% | +221.7% | -127.5% | +34.6% |
| 5Y | +79.1% | +799.0% | -719.9% | +0.8% |
| All | +400.1% | +3,456.6% | -3,056.5% | +134.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling