+14.9%
SPGI vs RNG
-75.4%
+90.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | +1.6% | -6.0% | +7.6% | +2.5% |
| 30D | +16.1% | -7.4% | +23.4% | +17.2% |
| 3M | +15.5% | +14.6% | +0.9% | +12.6% |
| 6M | +19.6% | +61.5% | -41.9% | +9.5% |
| YTD | -3.6% | +155.7% | -159.3% | -19.1% |
| 1Y | +2.2% | +172.5% | -170.2% | -15.2% |
| 3Y | +30.1% | +168.0% | -137.9% | +3.7% |
| 5Y | +14.9% | -73.8% | +88.7% | +23.4% |
| All | +14.9% | -75.4% | +90.3% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling