+334.3%
SPGI vs RMD
+360.8%
-26.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.9% | +1.2% | -2.1% | -1.3% |
| 30D | +15.5% | +2.5% | +13.0% | +14.3% |
| 3M | +15.7% | +11.5% | +4.1% | +11.1% |
| 6M | +19.1% | +14.7% | +4.4% | +12.8% |
| YTD | -4.1% | -1.3% | -2.7% | -4.6% |
| 1Y | +1.2% | -5.3% | +6.5% | +2.0% |
| 3Y | +31.6% | +68.8% | -37.2% | +3.6% |
| 5Y | +12.4% | -5.9% | +18.3% | +8.1% |
| 10Y | +334.3% | +348.7% | -14.4% | +156.0% |
| All | +334.3% | +360.8% | -26.5% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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