+1,563.7%
META vs SPGI
+1,303.3%
+260.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -1.9% | -0.4% |
| 7D | +2.9% | +7.2% | -4.3% | -1.1% |
| 30D | -15.1% | +23.2% | -38.3% | -24.5% |
| 3M | +7.2% | +17.0% | -9.8% | -2.3% |
| 6M | +3.4% | +20.4% | -17.0% | -8.1% |
| YTD | -4.3% | -1.9% | -2.4% | -5.7% |
| 1Y | +0.8% | +2.9% | -2.1% | -3.5% |
| 3Y | +102.2% | +36.2% | +65.9% | +63.3% |
| 5Y | +89.4% | +14.8% | +74.6% | +67.0% |
| 10Y | +426.7% | +355.1% | +71.7% | +139.3% |
| All | +1,563.7% | +1,303.3% | +260.4% | +512.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling