+3,890.0%
SPGI vs RSG
+2,310.6%
+1,579.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +2.5% | -1.2% | +0.4% |
| 30D | +15.9% | +12.7% | +3.2% | +11.2% |
| 3M | +12.3% | +17.9% | -5.6% | +6.1% |
| 6M | +23.7% | +25.0% | -1.3% | +14.4% |
| YTD | -3.5% | +20.8% | -24.4% | -9.9% |
| 1Y | +0.4% | +24.3% | -23.9% | -7.1% |
| 3Y | +29.9% | +65.3% | -35.4% | +8.6% |
| 5Y | +15.2% | +99.1% | -83.9% | -9.6% |
| 10Y | +337.2% | +452.4% | -115.2% | +154.5% |
| All | +3,890.0% | +2,310.6% | +1,579.4% | +1,693.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling