+5.1%
SPGI vs RNG
-70.8%
+75.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -2.6% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | +5.4% | +11.4% | -6.0% | +3.7% |
| 3M | +9.0% | +72.1% | -63.0% | -0.2% |
| 6M | +0.8% | +67.9% | -67.2% | -8.0% |
| YTD | -12.6% | +144.3% | -156.9% | -25.4% |
| 1Y | -16.1% | +117.5% | -133.7% | -27.4% |
| 3Y | +19.0% | +123.9% | -104.9% | -1.2% |
| 5Y | +5.1% | -70.1% | +75.2% | +2.4% |
| All | +5.1% | -70.8% | +75.8% | +2.4% |
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