+97.6%
META vs STX
+483.0%
-385.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +3.3% | -17.3% | +20.6% | +8.1% |
| 30D | -10.8% | -35.9% | +25.2% | -0.4% |
| 3M | +7.9% | -37.3% | +45.2% | +19.2% |
| 6M | +5.4% | -35.8% | +41.2% | +11.1% |
| YTD | -2.6% | +82.7% | -85.3% | -33.7% |
| 1Y | +1.9% | +71.6% | -69.8% | -29.4% |
| 3Y | +97.0% | +635.3% | -538.3% | -40.9% |
| All | +97.6% | +483.0% | -385.4% | -33.9% |
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