+9,284.5%
SPGI vs RMD
+37,961.8%
-28,677.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | +0.3% | +2.3% | -2.1% | -0.2% |
| 30D | +18.4% | +4.1% | +14.3% | +17.4% |
| 3M | +15.7% | +5.7% | +10.0% | +14.2% |
| 6M | +17.3% | +12.9% | +4.4% | +14.1% |
| YTD | -4.7% | -1.5% | -3.2% | -4.9% |
| 1Y | +1.8% | -4.8% | +6.6% | +2.3% |
| 3Y | +31.7% | +57.5% | -25.8% | +18.2% |
| 5Y | +12.1% | -5.5% | +17.6% | +9.8% |
| 10Y | +341.9% | +357.8% | -15.8% | +227.8% |
| All | +9,284.5% | +37,961.8% | -28,677.3% | +5,038.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling