+425.7%
META vs SHAK
+141.8%
+283.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.3% | -2.2% | +3.4% |
| 7D | +5.7% | +6.5% | -0.8% | +4.1% |
| 30D | -10.8% | +15.3% | -26.1% | -13.8% |
| 3M | +8.4% | +8.5% | -0.1% | +5.8% |
| 6M | +5.4% | +10.0% | -4.6% | +1.6% |
| YTD | -2.6% | -5.0% | +2.4% | -4.9% |
| 1Y | +3.5% | -15.3% | +18.8% | +3.6% |
| 3Y | +102.0% | +40.7% | +61.3% | +68.7% |
| 5Y | +93.1% | -7.9% | +101.0% | +70.5% |
| 10Y | +425.7% | +132.0% | +293.7% | +260.3% |
| All | +425.7% | +141.8% | +283.8% | +260.3% |
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