+93.4%
META vs STRL
+222.3%
-128.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.9% | +9.9% | -2.3% |
| 7D | -3.1% | -34.6% | +31.5% | +1.4% |
| 30D | -18.1% | -56.7% | +38.5% | -10.0% |
| 3M | +2.9% | -54.4% | +57.3% | +11.9% |
| 6M | +0.2% | -69.7% | +69.9% | +13.6% |
| YTD | -8.1% | -20.2% | +12.1% | -15.2% |
| 1Y | -4.5% | -40.6% | +36.0% | -6.9% |
| All | +93.4% | +222.3% | -128.9% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling