+79.1%
META vs SHOP
-6.4%
+85.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.1% | -2.1% |
| 7D | -3.1% | -13.9% | +10.8% | +1.1% |
| 30D | -18.1% | -12.6% | -5.5% | -14.9% |
| 3M | +2.9% | -0.3% | +3.2% | +2.1% |
| 6M | +0.2% | +33.6% | -33.4% | -10.6% |
| YTD | -8.1% | -10.7% | +2.6% | -8.5% |
| 1Y | -4.5% | -11.8% | +7.2% | -5.0% |
| 3Y | +94.2% | +133.9% | -39.7% | +31.8% |
| 5Y | +79.1% | -5.9% | +85.0% | +43.9% |
| All | +79.1% | -6.4% | +85.4% | +43.9% |
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