+93.1%
META vs SHAK
-7.9%
+101.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.3% | -2.2% | +3.1% |
| 7D | +5.7% | +6.5% | -0.8% | +3.8% |
| 30D | -10.8% | +15.3% | -26.1% | -14.3% |
| 3M | +8.4% | +8.5% | -0.1% | +5.3% |
| 6M | +5.4% | +10.0% | -4.6% | +0.9% |
| YTD | -2.6% | -5.0% | +2.4% | -5.7% |
| 1Y | +3.5% | -15.3% | +18.8% | +3.5% |
| 3Y | +102.0% | +40.7% | +61.3% | +50.7% |
| 5Y | +93.1% | -7.9% | +101.0% | +59.0% |
| All | +93.1% | -7.9% | +101.0% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling