+404.3%
META vs SHOP
+3,579.5%
-3,175.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.2% |
| 7D | -0.8% | -5.4% | +4.7% | +0.6% |
| 30D | -15.4% | -10.3% | -5.1% | -12.9% |
| 3M | +3.5% | +1.0% | +2.5% | +2.4% |
| 6M | -0.3% | +41.2% | -41.5% | -12.2% |
| YTD | -7.3% | -7.5% | +0.2% | -8.8% |
| 1Y | -1.1% | -4.6% | +3.5% | -4.0% |
| 3Y | +95.1% | +146.4% | -51.4% | +32.8% |
| 5Y | +80.6% | -2.5% | +83.1% | +41.9% |
| All | +404.3% | +3,579.5% | -3,175.2% | +35.7% |
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