+2.2%
SPGI vs RSG
+90.2%
-88.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.8% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +2.0% | +3.7% | -1.6% | +0.1% |
| 3M | +4.3% | +6.2% | -1.8% | +0.9% |
| 6M | -0.2% | -2.8% | +2.5% | +1.1% |
| YTD | -14.8% | +5.9% | -20.7% | -17.9% |
| 1Y | -18.5% | -1.8% | -16.8% | -18.1% |
| 3Y | +16.0% | +57.5% | -41.5% | -15.1% |
| 5Y | +2.2% | +91.1% | -88.9% | -35.8% |
| All | +2.2% | +90.2% | -88.0% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling