+436.0%
META vs STRL
+3,927.3%
-3,491.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.3% | -19.8% | +23.1% | +6.0% |
| 30D | -10.8% | -43.6% | +32.8% | -3.5% |
| 3M | +7.9% | -45.2% | +53.1% | +16.6% |
| 6M | +5.4% | -65.7% | +71.1% | +20.5% |
| YTD | -2.6% | -5.4% | +2.9% | -10.2% |
| 1Y | +1.9% | -24.7% | +26.6% | -2.6% |
| 3Y | +97.0% | +335.0% | -238.1% | +29.9% |
| 5Y | +97.6% | +915.3% | -817.7% | +8.6% |
| 10Y | +436.0% | +3,877.5% | -3,441.4% | +138.3% |
| All | +436.0% | +3,927.3% | -3,491.2% | +138.3% |
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