+449.0%
SPGI vs RUN
-33.3%
+482.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.6% | +11.1% | +1.4% |
| 7D | +1.6% | +0.3% | +1.2% | +1.4% |
| 30D | +16.1% | +14.0% | +2.1% | +14.4% |
| 3M | +15.5% | -11.8% | +27.2% | +16.1% |
| 6M | +19.6% | -40.4% | +60.0% | +23.8% |
| YTD | -3.6% | -52.7% | +49.1% | +0.1% |
| 1Y | +2.2% | -52.5% | +54.8% | +5.9% |
| 3Y | +30.1% | -7.7% | +37.8% | +10.7% |
| 5Y | +14.9% | -83.9% | +98.8% | +12.8% |
| 10Y | +334.0% | +84.9% | +249.1% | +206.5% |
| All | +449.0% | -33.3% | +482.3% | +300.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling