-16.1%
SPGI vs RMD
-19.2%
+3.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.2% |
| 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% | +3.5% |
| 6M | +0.8% | -12.1% | +12.8% | +4.2% |
| YTD | -12.6% | -7.5% | -5.1% | -9.6% |
| 1Y | -16.1% | -20.1% | +3.9% | -12.4% |
| All | -16.1% | -19.2% | +3.1% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling