+334.3%
SPGI vs RBA
+236.6%
+97.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.1% |
| 7D | -0.9% | +2.5% | -3.4% | -1.7% |
| 30D | +15.5% | +11.6% | +3.9% | +11.3% |
| 3M | +15.7% | +1.5% | +14.2% | +14.7% |
| 6M | +19.1% | -6.6% | +25.7% | +20.5% |
| YTD | -4.1% | -6.3% | +2.2% | -3.8% |
| 1Y | +1.2% | -4.0% | +5.2% | +0.5% |
| 3Y | +31.6% | +47.3% | -15.7% | +10.6% |
| 5Y | +12.4% | +47.7% | -35.2% | -8.2% |
| 10Y | +334.3% | +224.7% | +109.6% | +146.0% |
| All | +334.3% | +236.6% | +97.7% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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