+1,563.7%
META vs STT
+499.0%
+1,064.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +0.6% |
| 7D | +2.9% | -0.1% | +2.9% | +2.9% |
| 30D | -15.1% | -1.7% | -13.4% | -14.5% |
| 3M | +7.2% | -6.4% | +13.6% | +9.9% |
| 6M | +3.4% | +17.7% | -14.3% | -3.6% |
| YTD | -4.3% | +36.9% | -41.2% | -16.1% |
| 1Y | +0.8% | +52.0% | -51.3% | -15.3% |
| 3Y | +102.2% | +178.6% | -76.4% | +32.8% |
| 5Y | +89.4% | +109.1% | -19.7% | +35.0% |
| 10Y | +426.7% | +226.1% | +200.7% | +193.7% |
| All | +1,563.7% | +499.0% | +1,064.7% | +698.9% |
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