+295.5%
SPGI vs RMD
+265.7%
+29.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.1% |
| 7D | -2.5% | -4.5% | +2.0% | -1.0% |
| 30D | +5.4% | +4.6% | +0.8% | +3.7% |
| 3M | +9.0% | +14.8% | -5.7% | +3.8% |
| 6M | +0.8% | -12.1% | +12.8% | +4.5% |
| YTD | -12.6% | -7.5% | -5.1% | -10.9% |
| 1Y | -16.1% | -20.1% | +3.9% | -10.4% |
| 3Y | +19.0% | +53.9% | -34.9% | -3.4% |
| 5Y | +5.1% | -22.2% | +27.3% | +8.4% |
| 10Y | +295.5% | +268.2% | +27.2% | +153.1% |
| All | +295.5% | +265.7% | +29.8% | +153.1% |
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