+107.3%
META vs SHOP
+119.0%
-11.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | -5.1% | +11.8% | +8.2% |
| 30D | +4.8% | +0.6% | +4.2% | +4.5% |
| 3M | -1.6% | +25.0% | -26.7% | -8.4% |
| 6M | -7.5% | +11.9% | -19.4% | -12.2% |
| YTD | -6.4% | -9.9% | +3.5% | -6.1% |
| 1Y | -17.3% | 0.0% | -17.3% | -20.2% |
| All | +107.3% | +119.0% | -11.7% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling