+1.9%
META vs STT
+48.0%
-46.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.2% |
| 3M | +7.9% | -7.6% | +15.5% | +10.4% |
| 6M | +5.4% | +16.0% | -10.6% | -1.4% |
| YTD | -2.6% | +36.2% | -38.8% | -17.2% |
| 1Y | +1.9% | +46.8% | -44.9% | -14.7% |
| All | +1.9% | +48.0% | -46.1% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling