+62.8%
META vs STX
+987.5%
-924.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | -0.8% |
| 7D | +6.7% | +2.4% | +4.4% | +5.9% |
| 30D | +4.8% | +1.4% | +3.4% | +3.6% |
| 3M | -1.6% | -8.2% | +6.6% | -2.5% |
| 6M | -7.5% | +127.0% | -134.5% | -34.2% |
| YTD | -6.4% | +209.1% | -215.5% | -42.9% |
| 1Y | -17.3% | +365.4% | -382.8% | -59.8% |
| 3Y | +109.9% | +1,135.4% | -1,025.5% | -41.4% |
| All | +62.8% | +987.5% | -924.7% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling