+95.1%
META vs STRL
+233.5%
-138.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | +0.4% |
| 7D | -0.8% | -26.9% | +26.1% | +2.5% |
| 30D | -15.4% | -52.7% | +37.3% | -8.0% |
| 3M | +3.5% | -52.8% | +56.4% | +12.2% |
| 6M | -0.3% | -71.5% | +71.2% | +14.2% |
| YTD | -7.3% | -17.4% | +10.1% | -14.8% |
| 1Y | -1.1% | -35.0% | +33.9% | -5.1% |
| 3Y | +95.1% | +239.2% | -144.2% | +31.3% |
| All | +95.1% | +233.5% | -138.5% | +31.3% |
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 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