+48.4%
RSP vs SPGI
+14.2%
+34.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +1.8% | -0.8% | +2.6% | +2.1% |
| 30D | +3.5% | +14.3% | -10.8% | -1.8% |
| 3M | +0.2% | +14.5% | -14.3% | -5.2% |
| 6M | +9.1% | +17.3% | -8.2% | +1.4% |
| YTD | +16.6% | -4.6% | +21.2% | +17.7% |
| 1Y | +17.9% | +0.8% | +17.2% | +15.7% |
| 3Y | +64.6% | +28.8% | +35.8% | +39.8% |
| 5Y | +48.4% | +14.0% | +34.5% | +29.5% |
| All | +48.4% | +14.2% | +34.2% | +29.5% |
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 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