+62.8%
META vs SHOP
-6.7%
+69.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +6.7% | -5.1% | +11.8% | +8.4% |
| 30D | +4.8% | +0.6% | +4.2% | +4.4% |
| 3M | -1.6% | +25.0% | -26.7% | -9.2% |
| 6M | -7.5% | +11.9% | -19.4% | -12.9% |
| YTD | -6.4% | -9.9% | +3.5% | -6.4% |
| 1Y | -17.3% | 0.0% | -17.3% | -20.8% |
| 3Y | +109.9% | +117.5% | -7.6% | +45.4% |
| All | +62.8% | -6.7% | +69.5% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling