+436.0%
META vs STT
+198.3%
+237.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +3.3% | +1.1% | +2.2% | +2.9% |
| 30D | -10.8% | -1.9% | -8.8% | -10.0% |
| 3M | +7.9% | -7.6% | +15.5% | +11.2% |
| 6M | +5.4% | +16.0% | -10.6% | -1.2% |
| YTD | -2.6% | +36.2% | -38.8% | -14.6% |
| 1Y | +1.9% | +46.8% | -44.9% | -13.4% |
| 3Y | +97.0% | +177.8% | -80.8% | +28.7% |
| 5Y | +97.6% | +105.8% | -8.2% | +40.2% |
| 10Y | +436.0% | +197.6% | +238.5% | +232.3% |
| All | +436.0% | +198.3% | +237.7% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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