+338.6%
SPGI vs RNG
+248.5%
+90.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.1% | 0.0% |
| 7D | -1.4% | -3.5% | +2.1% | -0.8% |
| 30D | +15.3% | -3.8% | +19.0% | +15.7% |
| 3M | +16.5% | +18.6% | -2.0% | +12.7% |
| 6M | +19.8% | +69.2% | -49.4% | +8.0% |
| YTD | -3.2% | +161.9% | -165.1% | -20.4% |
| 1Y | +1.8% | +176.2% | -174.4% | -17.1% |
| 3Y | +30.6% | +174.5% | -143.9% | +2.0% |
| 5Y | +16.0% | -71.9% | +88.0% | +26.9% |
| 10Y | +338.6% | +235.4% | +103.2% | +195.8% |
| All | +338.6% | +248.5% | +90.1% | +195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling