+204.4%
RSP vs SPGI
+296.1%
-91.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +0.4% |
| 7D | -0.4% | -2.5% | +2.1% | +0.7% |
| 30D | -1.5% | +5.4% | -6.9% | -4.1% |
| 3M | +4.8% | +9.0% | -4.2% | -0.3% |
| 6M | +10.3% | +0.8% | +9.5% | +8.5% |
| YTD | +14.1% | -12.6% | +26.6% | +19.1% |
| 1Y | +17.0% | -16.1% | +33.1% | +24.2% |
| 3Y | +54.2% | +19.0% | +35.2% | +34.9% |
| 5Y | +51.5% | +5.1% | +46.4% | +38.4% |
| 10Y | +204.4% | +295.5% | -91.1% | +49.2% |
| All | +204.4% | +296.1% | -91.7% | +49.2% |
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 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