+1,497.9%
META vs STRL
+2,550.1%
-1,052.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.9% | +9.9% | -2.2% |
| 7D | -3.1% | -34.6% | +31.5% | +1.8% |
| 30D | -18.1% | -56.7% | +38.5% | -9.3% |
| 3M | +2.9% | -54.4% | +57.3% | +12.6% |
| 6M | +0.2% | -69.7% | +69.9% | +14.0% |
| YTD | -8.1% | -20.2% | +12.1% | -11.5% |
| 1Y | -4.5% | -40.6% | +36.0% | -4.4% |
| 3Y | +94.2% | +221.7% | -127.5% | +47.0% |
| 5Y | +79.1% | +799.0% | -719.9% | +16.4% |
| 10Y | +405.9% | +3,451.5% | -3,045.6% | +173.4% |
| All | +1,497.9% | +2,550.1% | -1,052.2% | +774.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling