+404.3%
META vs SPGI
+333.9%
+70.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.4% |
| 7D | -0.8% | +0.3% | -1.1% | -1.0% |
| 30D | -15.4% | +18.4% | -33.8% | -23.8% |
| 3M | +3.5% | +15.7% | -12.2% | -5.9% |
| 6M | -0.3% | +17.3% | -17.5% | -11.0% |
| YTD | -7.3% | -4.7% | -2.6% | -7.1% |
| 1Y | -1.1% | +1.8% | -2.9% | -5.2% |
| 3Y | +95.1% | +31.7% | +63.4% | +56.1% |
| 5Y | +80.6% | +12.1% | +68.5% | +58.1% |
| All | +404.3% | +333.9% | +70.4% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling