+3,636.6%
SPGI vs RSG
+2,015.2%
+1,621.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +0.1% | +0.3% | -0.1% | +0.1% |
| 30D | +8.4% | +7.6% | +0.8% | +5.7% |
| 3M | +11.8% | +7.4% | +4.4% | +9.1% |
| 6M | +5.7% | -3.3% | +9.0% | +6.7% |
| YTD | -9.7% | +6.0% | -15.7% | -11.7% |
| 1Y | -12.5% | -3.7% | -8.8% | -11.6% |
| 3Y | +21.8% | +59.1% | -37.3% | +3.3% |
| 5Y | +8.2% | +89.0% | -80.8% | -13.4% |
| 10Y | +309.5% | +412.5% | -103.0% | +145.7% |
| All | +3,636.6% | +2,015.2% | +1,621.3% | +1,658.2% |
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