+0.8%
META vs STZ
+14.7%
-14.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.9% | +2.0% |
| 7D | +2.9% | +13.0% | -10.1% | +4.3% |
| 30D | -15.1% | +29.4% | -44.5% | -12.9% |
| 3M | +7.2% | +11.6% | -4.3% | +9.0% |
| 6M | +3.4% | -0.2% | +3.6% | +3.4% |
| YTD | -4.3% | +8.6% | -12.9% | -5.3% |
| 1Y | +0.8% | +15.9% | -15.2% | -2.3% |
| All | +0.8% | +14.7% | -14.0% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling