+1,527.5%
META vs STX
+5,340.7%
-3,813.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | -0.5% |
| 7D | +6.7% | +2.4% | +4.4% | +6.1% |
| 30D | +4.8% | +1.4% | +3.4% | +3.8% |
| 3M | -1.6% | -8.2% | +6.6% | -2.2% |
| 6M | -7.5% | +127.0% | -134.5% | -28.2% |
| YTD | -6.4% | +209.1% | -215.5% | -34.4% |
| 1Y | -17.3% | +365.4% | -382.8% | -49.5% |
| 3Y | +109.9% | +1,135.4% | -1,025.5% | -4.5% |
| 5Y | +65.4% | +991.5% | -926.1% | -23.4% |
| 10Y | +391.8% | +3,695.8% | -3,304.0% | +79.2% |
| All | +1,527.5% | +5,340.7% | -3,813.3% | +475.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling