-12.5%
SPGI vs RNG
+144.7%
-157.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.1% |
| 7D | +0.1% | +5.8% | -5.6% | -0.6% |
| 30D | +8.4% | +19.6% | -11.2% | +6.0% |
| 3M | +11.8% | +67.0% | -55.2% | +4.1% |
| 6M | +5.7% | +88.4% | -82.7% | -3.6% |
| YTD | -9.7% | +155.5% | -165.2% | -20.1% |
| 1Y | -12.5% | +141.7% | -154.1% | -22.5% |
| All | -12.5% | +144.7% | -157.2% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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