+5.1%
SPGI vs RUN
-80.3%
+85.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -6.9% | -3.5% |
| 7D | -2.5% | +10.2% | -12.6% | -3.2% |
| 30D | +5.4% | -9.6% | +15.0% | +6.0% |
| 3M | +9.0% | -31.5% | +40.5% | +11.5% |
| 6M | +0.8% | -18.7% | +19.5% | +1.2% |
| YTD | -12.6% | -49.9% | +37.3% | -9.9% |
| 1Y | -16.1% | -45.5% | +29.4% | -14.8% |
| 3Y | +19.0% | -34.1% | +53.1% | +5.5% |
| 5Y | +5.1% | -79.4% | +84.5% | 0.0% |
| All | +5.1% | -80.3% | +85.3% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling