+53.0%
RSP vs SPGI
+8.3%
+44.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -0.3% | +8.4% | -8.7% | -3.6% |
| 3M | +4.3% | +11.8% | -7.6% | -1.0% |
| 6M | +8.8% | +5.7% | +3.1% | +5.5% |
| YTD | +15.3% | -9.7% | +24.9% | +18.9% |
| 1Y | +18.3% | -12.5% | +30.7% | +23.4% |
| 3Y | +52.8% | +21.8% | +31.0% | +33.4% |
| All | +53.0% | +8.3% | +44.7% | +34.0% |
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