+213.4%
RSP vs SPGI
+333.9%
-120.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | +2.6% | +18.4% | -15.8% | -5.2% |
| 3M | -0.8% | +15.7% | -16.5% | -7.6% |
| 6M | +6.3% | +17.3% | -11.0% | -2.5% |
| YTD | +14.1% | -4.7% | +18.9% | +14.4% |
| 1Y | +18.0% | +1.8% | +16.2% | +14.2% |
| 3Y | +61.0% | +31.7% | +29.3% | +34.4% |
| 5Y | +45.6% | +12.1% | +33.5% | +29.4% |
| All | +213.4% | +333.9% | -120.5% | +50.5% |
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