+343.3%
SPGI vs RUN
+68.6%
+274.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +1.2% | -13.5% | +14.8% | +2.5% |
| 30D | +15.9% | +18.3% | -2.4% | +13.8% |
| 3M | +12.3% | -12.5% | +24.8% | +13.0% |
| 6M | +23.7% | -40.3% | +64.0% | +28.2% |
| YTD | -3.5% | -53.1% | +49.5% | +0.4% |
| 1Y | +0.4% | -54.3% | +54.7% | +4.6% |
| 3Y | +29.9% | -6.5% | +36.4% | +8.3% |
| 5Y | +15.2% | -85.3% | +100.5% | +15.0% |
| All | +343.3% | +68.6% | +274.8% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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