+1,497.9%
META vs STT
+470.8%
+1,027.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.8% | -2.1% |
| 7D | -3.1% | -4.9% | +1.8% | -1.2% |
| 30D | -18.1% | -6.0% | -12.1% | -16.1% |
| 3M | +2.9% | -11.7% | +14.5% | +7.9% |
| 6M | +0.2% | +11.7% | -11.5% | -4.6% |
| YTD | -8.1% | +30.4% | -38.5% | -17.9% |
| 1Y | -4.5% | +43.9% | -48.5% | -18.0% |
| 3Y | +94.2% | +165.4% | -71.2% | +30.0% |
| 5Y | +79.1% | +101.0% | -21.9% | +29.7% |
| 10Y | +405.9% | +210.7% | +195.2% | +187.5% |
| All | +1,497.9% | +470.8% | +1,027.1% | +682.0% |
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