+404.3%
META vs STX
+1,948.1%
-1,543.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -0.8% | -28.5% | +27.7% | +8.0% |
| 30D | -15.4% | -42.9% | +27.5% | -2.4% |
| 3M | +3.5% | -45.9% | +49.4% | +19.4% |
| 6M | -0.3% | -41.3% | +41.0% | +8.4% |
| YTD | -7.3% | +67.9% | -75.3% | -31.4% |
| 1Y | -1.1% | +66.5% | -67.6% | -27.1% |
| 3Y | +95.1% | +588.0% | -492.9% | -19.8% |
| 5Y | +80.6% | +449.1% | -368.5% | -22.0% |
| All | +404.3% | +1,948.1% | -1,543.8% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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