+344.8%
SPGI vs RMD
+344.2%
+0.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.3% |
| 7D | -1.4% | -0.8% | -0.5% | -1.1% |
| 30D | +15.3% | +1.7% | +13.6% | +14.4% |
| 3M | +16.5% | +6.4% | +10.1% | +13.7% |
| 6M | +19.8% | +20.7% | -0.9% | +11.6% |
| YTD | -3.2% | -0.2% | -3.1% | -4.1% |
| 1Y | +1.8% | -4.5% | +6.3% | +2.3% |
| 3Y | +30.6% | +70.5% | -39.9% | +2.5% |
| 5Y | +16.0% | -1.6% | +17.6% | +9.7% |
| All | +344.8% | +344.2% | +0.5% | +164.0% |
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