+107.3%
META vs SPGI
+21.8%
+85.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.7% |
| 7D | +6.7% | +0.1% | +6.6% | +6.6% |
| 30D | +4.8% | +8.4% | -3.7% | +0.9% |
| 3M | -1.6% | +11.8% | -13.5% | -7.1% |
| 6M | -7.5% | +5.7% | -13.2% | -10.6% |
| YTD | -6.4% | -9.7% | +3.3% | -2.4% |
| 1Y | -17.3% | -12.5% | -4.9% | -12.2% |
| All | +107.3% | +21.8% | +85.5% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling