+712.5%
SPGI vs RNG
+327.7%
+384.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.9% |
| 7D | +0.1% | +5.8% | -5.6% | -0.8% |
| 30D | +8.4% | +19.6% | -11.2% | +5.2% |
| 3M | +11.8% | +67.0% | -55.2% | +1.7% |
| 6M | +5.7% | +88.4% | -82.7% | -6.5% |
| YTD | -9.7% | +155.5% | -165.2% | -25.1% |
| 1Y | -12.5% | +141.7% | -154.1% | -27.0% |
| 3Y | +21.8% | +131.1% | -109.3% | -1.6% |
| 5Y | +8.2% | -70.6% | +78.8% | +16.1% |
| 10Y | +309.5% | +228.2% | +81.3% | +166.5% |
| All | +712.5% | +327.7% | +384.8% | +405.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling