-17.3%
META vs SPGI
-12.7%
-4.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +6.7% | +0.1% | +6.6% | +6.6% |
| 30D | +4.8% | +8.4% | -3.7% | +3.1% |
| 3M | -1.6% | +11.8% | -13.5% | -4.1% |
| 6M | -7.5% | +5.7% | -13.2% | -9.4% |
| YTD | -6.4% | -9.7% | +3.3% | -7.3% |
| 1Y | -17.3% | -12.5% | -4.9% | -15.4% |
| All | -17.3% | -12.7% | -4.6% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling