+379.6%
META vs SHOP
+3,288.4%
-2,908.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +6.7% | -5.1% | +11.8% | +8.3% |
| 30D | +4.8% | +0.6% | +4.2% | +4.4% |
| 3M | -1.6% | +25.0% | -26.7% | -8.9% |
| 6M | -7.5% | +11.9% | -19.4% | -12.7% |
| YTD | -6.4% | -9.9% | +3.5% | -6.5% |
| 1Y | -17.3% | 0.0% | -17.3% | -20.7% |
| 3Y | +109.9% | +117.5% | -7.6% | +48.1% |
| 5Y | +65.4% | -6.6% | +72.0% | +32.3% |
| All | +379.6% | +3,288.4% | -2,908.8% | +33.5% |
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 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