+282.6%
SPGI vs RSG
+425.0%
-142.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | -8.9% | -1.8% | -7.1% | -7.7% |
| 30D | +0.6% | +2.8% | -2.1% | -1.2% |
| 3M | +2.0% | +4.3% | -2.3% | -1.1% |
| 6M | +0.1% | -0.5% | +0.6% | -0.1% |
| YTD | -16.4% | +5.2% | -21.6% | -20.1% |
| 1Y | -18.9% | -2.1% | -16.8% | -18.4% |
| 3Y | +13.8% | +56.5% | -42.8% | -21.5% |
| 5Y | +0.5% | +89.5% | -89.0% | -41.3% |
| All | +282.6% | +425.0% | -142.4% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling