-17.3%
META vs SHOP
+3.0%
-20.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | -5.1% | +11.8% | +8.0% |
| 30D | +4.8% | +0.6% | +4.2% | +4.5% |
| 3M | -1.6% | +25.0% | -26.7% | -7.2% |
| 6M | -7.5% | +11.9% | -19.4% | -11.5% |
| YTD | -6.4% | -9.9% | +3.5% | -6.0% |
| 1Y | -17.3% | 0.0% | -17.3% | -16.5% |
| All | -17.3% | +3.0% | -20.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 1y: compounded portfolio wealth divided by compounded SHOP 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…
1y analysis · Full analysis span regression · 6 months rolling