+436.0%
META vs SPGI
+335.3%
+100.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +3.3% | +1.6% | +1.7% | +2.3% |
| 30D | -10.8% | +16.1% | -26.8% | -18.6% |
| 3M | +7.9% | +15.5% | -7.6% | -1.7% |
| 6M | +5.4% | +19.6% | -14.3% | -7.0% |
| YTD | -2.6% | -3.6% | +1.0% | -3.0% |
| 1Y | +1.9% | +2.2% | -0.4% | -2.6% |
| 3Y | +97.0% | +30.1% | +66.8% | +58.9% |
| 5Y | +97.6% | +14.9% | +82.7% | +70.5% |
| 10Y | +436.0% | +334.0% | +102.1% | +120.1% |
| All | +436.0% | +335.3% | +100.7% | +120.1% |
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