+19.0%
SPGI vs RNG
+120.7%
-101.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -2.7% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | +5.4% | +11.4% | -6.0% | +4.0% |
| 3M | +9.0% | +72.1% | -63.0% | +1.4% |
| 6M | +0.8% | +67.9% | -67.2% | -6.6% |
| YTD | -12.6% | +144.3% | -156.9% | -22.9% |
| 1Y | -16.1% | +117.5% | -133.7% | -25.2% |
| 3Y | +19.0% | +123.9% | -104.9% | +2.3% |
| All | +19.0% | +120.7% | -101.7% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling