+79.1%
META vs STZ
-27.7%
+106.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.8% |
| 7D | -3.1% | +11.8% | -14.9% | -5.0% |
| 30D | -18.1% | +26.0% | -44.1% | -21.5% |
| 3M | +2.9% | +11.5% | -8.7% | +0.7% |
| 6M | +0.2% | -2.0% | +2.2% | +0.3% |
| YTD | -8.1% | +7.9% | -16.0% | -11.2% |
| 1Y | -4.5% | +13.9% | -18.5% | -9.4% |
| 3Y | +94.2% | -35.8% | +130.0% | +115.6% |
| 5Y | +79.1% | -28.4% | +107.5% | +80.0% |
| All | +79.1% | -27.7% | +106.8% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling