-18.5%
SPGI vs RNG
+116.0%
-134.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -3.1% | -4.1% | +1.0% | -2.5% |
| 30D | +2.0% | +8.6% | -6.6% | +1.0% |
| 3M | +4.3% | +78.0% | -73.6% | -3.5% |
| 6M | -0.2% | +67.0% | -67.3% | -7.9% |
| YTD | -14.8% | +142.4% | -157.2% | -24.2% |
| 1Y | -18.5% | +120.4% | -139.0% | -27.4% |
| All | -18.5% | +116.0% | -134.6% | -27.4% |
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