+433.3%
META vs SHOP
+3,642.7%
-3,209.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.5% |
| 7D | -0.2% | -2.5% | +2.3% | +0.5% |
| 30D | -15.4% | -16.7% | +1.3% | -10.9% |
| 3M | +5.0% | -2.2% | +7.2% | +4.9% |
| 6M | +5.2% | +45.6% | -40.4% | -8.2% |
| YTD | -4.5% | -7.3% | +2.8% | -6.1% |
| 1Y | +0.6% | -6.1% | +6.7% | -1.8% |
| 3Y | +93.1% | +143.3% | -50.3% | +32.0% |
| 5Y | +93.7% | +0.2% | +93.5% | +51.0% |
| 10Y | +433.3% | +3,663.5% | -3,230.1% | +46.4% |
| All | +433.3% | +3,642.7% | -3,209.4% | +46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling