+1,115.8%
RSP vs SPGI
+2,432.9%
-1,317.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.9% |
| 1Y | +18.0% | +1.8% | +16.2% | +14.0% |
| 3Y | +61.0% | +31.7% | +29.3% | +35.9% |
| 5Y | +45.6% | +12.1% | +33.5% | +30.6% |
| 10Y | +220.2% | +341.9% | -121.8% | +44.9% |
| All | +1,115.8% | +2,432.9% | -1,317.1% | +91.6% |
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