+719.6%
META vs SHAK
+47.7%
+672.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | -0.7% | +7.4% | +6.9% |
| 30D | +4.8% | -6.6% | +11.4% | +6.2% |
| 3M | -1.6% | +30.1% | -31.7% | -7.4% |
| 6M | -7.5% | -28.7% | +21.3% | -2.7% |
| YTD | -6.4% | -14.5% | +8.1% | -5.9% |
| 1Y | -17.3% | -31.9% | +14.5% | -13.2% |
| 3Y | +109.9% | -1.0% | +110.9% | +95.1% |
| 5Y | +65.4% | -18.7% | +84.1% | +53.4% |
| 10Y | +391.8% | +98.1% | +293.7% | +269.8% |
| All | +719.6% | +47.7% | +672.0% | +491.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling