+1,527.5%
META vs STT
+571.1%
+956.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +6.7% | +0.5% | +6.2% | +6.5% |
| 30D | +4.8% | +3.9% | +0.9% | +3.1% |
| 3M | -1.6% | +20.0% | -21.6% | -8.7% |
| 6M | -7.5% | +55.3% | -62.8% | -22.6% |
| YTD | -6.4% | +53.3% | -59.7% | -21.5% |
| 1Y | -17.3% | +74.7% | -92.0% | -34.2% |
| 3Y | +109.9% | +205.8% | -95.9% | +32.8% |
| 5Y | +65.4% | +145.0% | -79.6% | +10.9% |
| 10Y | +391.8% | +266.0% | +125.8% | +162.0% |
| All | +1,527.5% | +571.1% | +956.4% | +647.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling