+0.2%
META vs STZ
-2.1%
+2.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -4.0% |
| 7D | -3.1% | +11.8% | -14.9% | -2.6% |
| 30D | -18.1% | +26.0% | -44.1% | -18.0% |
| 3M | +2.9% | +11.5% | -8.7% | +4.2% |
| 6M | +0.2% | -2.0% | +2.2% | +1.1% |
| All | +0.2% | -2.1% | +2.3% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling