+1,527.5%
META vs SPGI
+1,192.1%
+335.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.9% |
| 7D | +6.7% | +0.1% | +6.6% | +6.5% |
| 30D | +4.8% | +8.4% | -3.7% | 0.0% |
| 3M | -1.6% | +11.8% | -13.5% | -8.1% |
| 6M | -7.5% | +5.7% | -13.2% | -11.3% |
| YTD | -6.4% | -9.7% | +3.3% | -3.0% |
| 1Y | -17.3% | -12.5% | -4.9% | -13.5% |
| 3Y | +109.9% | +21.8% | +88.1% | +81.0% |
| 5Y | +65.4% | +8.2% | +57.2% | +51.2% |
| 10Y | +391.8% | +309.5% | +82.3% | +136.9% |
| All | +1,527.5% | +1,192.1% | +335.4% | +530.2% |
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