+379.6%
META vs STZ
-9.8%
+389.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +6.7% | -1.9% | +8.6% | +7.3% |
| 30D | +4.8% | -1.9% | +6.6% | +5.3% |
| 3M | -1.6% | -6.2% | +4.6% | -0.2% |
| 6M | -7.5% | -14.0% | +6.5% | -4.1% |
| YTD | -6.4% | -5.1% | -1.3% | -6.9% |
| 1Y | -17.3% | -9.6% | -7.8% | -16.8% |
| 3Y | +109.9% | -47.2% | +157.2% | +150.1% |
| 5Y | +65.4% | -33.6% | +98.9% | +79.2% |
| All | +379.6% | -9.8% | +389.4% | +346.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling