+425.7%
META vs SHOP
+3,721.6%
-3,295.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.5% |
| 7D | +5.7% | -2.7% | +8.4% | +6.3% |
| 30D | -10.8% | -11.0% | +0.2% | -7.8% |
| 3M | +8.4% | +0.3% | +8.1% | +7.4% |
| 6M | +5.4% | +37.7% | -32.3% | -6.5% |
| YTD | -2.6% | -5.5% | +2.9% | -4.7% |
| 1Y | +3.5% | -0.2% | +3.7% | -0.8% |
| 3Y | +102.0% | +151.9% | -49.9% | +36.7% |
| 5Y | +93.1% | -2.2% | +95.3% | +51.5% |
| 10Y | +425.7% | +3,647.2% | -3,221.5% | +42.6% |
| All | +425.7% | +3,721.6% | -3,295.9% | +42.6% |
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