+658.4%
META vs SHOP
+8,355.9%
-7,697.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.1% | -2.3% |
| 7D | -3.1% | -13.9% | +10.8% | +0.5% |
| 30D | -18.1% | -12.6% | -5.5% | -15.4% |
| 3M | +2.9% | -0.3% | +3.2% | +2.2% |
| 6M | +0.2% | +33.6% | -33.4% | -9.0% |
| YTD | -8.1% | -10.7% | +2.6% | -8.4% |
| 1Y | -4.5% | -11.8% | +7.2% | -4.9% |
| 3Y | +94.2% | +133.9% | -39.7% | +42.2% |
| 5Y | +79.1% | -5.9% | +85.0% | +45.1% |
| 10Y | +405.9% | +3,571.8% | -3,165.9% | +115.3% |
| All | +658.4% | +8,355.9% | -7,697.5% | +214.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling