+96.8%
META vs SHAK
+36.4%
+60.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +2.3% |
| 7D | +5.2% | +4.3% | +0.9% | +4.4% |
| 30D | -13.0% | +9.0% | -22.0% | -14.5% |
| 3M | +7.9% | +1.8% | +6.1% | +7.2% |
| 6M | +4.2% | +17.3% | -13.1% | +0.1% |
| YTD | -2.5% | -7.6% | +5.1% | -4.1% |
| 1Y | +5.6% | -16.9% | +22.5% | +6.1% |
| 3Y | +96.8% | +35.1% | +61.7% | +87.1% |
| All | +96.8% | +36.4% | +60.4% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling