+1,497.9%
META vs STZ
+826.0%
+671.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.8% |
| 7D | -3.1% | +11.8% | -14.9% | -5.7% |
| 30D | -18.1% | +26.0% | -44.1% | -22.6% |
| 3M | +2.9% | +11.5% | -8.7% | -0.1% |
| 6M | +0.2% | -2.0% | +2.2% | 0.0% |
| YTD | -8.1% | +7.9% | -16.0% | -11.3% |
| 1Y | -4.5% | +13.9% | -18.5% | -9.3% |
| 3Y | +94.2% | -35.8% | +130.0% | +110.4% |
| 5Y | +79.1% | -28.4% | +107.5% | +88.2% |
| 10Y | +405.9% | +7.1% | +398.8% | +373.7% |
| All | +1,497.9% | +826.0% | +671.9% | +1,308.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling