+296.4%
SPGI vs RRC
+4.5%
+291.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -3.1% | -1.7% | -1.4% | -3.0% |
| 30D | +2.0% | +3.6% | -1.6% | +1.7% |
| 3M | +4.3% | +8.8% | -4.5% | +3.5% |
| 6M | -0.2% | +0.8% | -1.0% | -0.5% |
| YTD | -14.8% | +19.0% | -33.8% | -16.2% |
| 1Y | -18.5% | +22.9% | -41.5% | -20.2% |
| 3Y | +16.0% | +32.3% | -16.4% | +12.1% |
| 5Y | +2.2% | +151.6% | -149.4% | -7.2% |
| 10Y | +296.4% | +5.5% | +290.9% | +227.1% |
| All | +296.4% | +4.5% | +291.9% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RRC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling