-18.5%
SPGI vs RUN
-48.0%
+29.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -2.6% |
| 7D | -3.1% | -1.8% | -1.3% | -3.1% |
| 30D | +2.0% | -10.8% | +12.9% | +2.0% |
| 3M | +4.3% | -30.2% | +34.5% | +4.0% |
| 6M | -0.2% | -22.3% | +22.1% | -0.5% |
| YTD | -14.8% | -52.2% | +37.4% | -15.3% |
| 1Y | -18.5% | -45.1% | +26.6% | -18.4% |
| All | -18.5% | -48.0% | +29.5% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling