+296.4%
SPGI vs RNG
+215.2%
+81.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -3.1% | -4.1% | +1.0% | -2.4% |
| 30D | +2.0% | +8.6% | -6.6% | +0.6% |
| 3M | +4.3% | +78.0% | -73.6% | -6.0% |
| 6M | -0.2% | +67.0% | -67.3% | -9.9% |
| YTD | -14.8% | +142.4% | -157.2% | -28.7% |
| 1Y | -18.5% | +120.4% | -139.0% | -31.0% |
| 3Y | +16.0% | +122.1% | -106.2% | -5.8% |
| 5Y | +2.2% | -69.8% | +72.0% | +9.7% |
| 10Y | +296.4% | +223.4% | +73.0% | +162.5% |
| All | +296.4% | +215.2% | +81.2% | +162.5% |
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 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