+379.6%
META vs STRL
+7,064.8%
-6,685.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | +0.1% |
| 7D | +6.7% | +3.4% | +3.3% | +6.1% |
| 30D | +4.8% | -9.2% | +14.0% | +6.0% |
| 3M | -1.6% | -51.0% | +49.4% | +8.2% |
| 6M | -7.5% | +15.8% | -23.2% | -14.8% |
| YTD | -6.4% | +58.9% | -65.3% | -19.1% |
| 1Y | -17.3% | +68.5% | -85.9% | -30.2% |
| 3Y | +109.9% | +485.2% | -375.3% | +35.2% |
| 5Y | +65.4% | +2,005.1% | -1,939.7% | -16.4% |
| All | +379.6% | +7,064.8% | -6,685.2% | +100.4% |
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 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