+62.8%
META vs SPGI
+8.3%
+54.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +2.0% |
| 7D | +6.7% | +0.1% | +6.6% | +6.5% |
| 30D | +4.8% | +8.4% | -3.7% | -0.7% |
| 3M | -1.6% | +11.8% | -13.5% | -9.3% |
| 6M | -7.5% | +5.7% | -13.2% | -12.0% |
| YTD | -6.4% | -9.7% | +3.3% | -1.8% |
| 1Y | -17.3% | -12.5% | -4.9% | -12.1% |
| 3Y | +109.9% | +21.8% | +88.1% | +69.2% |
| All | +62.8% | +8.3% | +54.5% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling