+418.8%
META vs SHAK
+77.6%
+341.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -6.5% | +13.1% | +8.1% |
| 7D | +10.3% | -7.2% | +17.5% | +12.0% |
| 30D | +9.9% | -11.8% | +21.7% | +12.9% |
| 3M | +11.9% | +17.2% | -5.2% | +7.0% |
| 6M | +1.2% | -34.1% | +35.3% | +8.8% |
| YTD | -0.8% | -22.4% | +21.6% | +1.9% |
| 1Y | -14.3% | -35.9% | +21.6% | -8.4% |
| 3Y | +121.4% | -3.4% | +124.7% | +102.9% |
| 5Y | +74.5% | -25.4% | +99.9% | +61.7% |
| 10Y | +418.8% | +83.4% | +335.4% | +269.2% |
| All | +418.8% | +77.6% | +341.2% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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