+414.3%
SPGI vs RUN
-31.9%
+446.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +0.1% | +1.3% | -1.1% | 0.0% |
| 30D | +8.4% | -15.3% | +23.7% | +9.8% |
| 3M | +11.8% | -40.0% | +51.8% | +16.2% |
| 6M | +5.7% | -27.0% | +32.7% | +7.4% |
| YTD | -9.7% | -51.7% | +42.0% | -6.0% |
| 1Y | -12.5% | -45.9% | +33.4% | -10.7% |
| 3Y | +21.8% | -43.8% | +65.6% | +10.0% |
| 5Y | +8.2% | -80.5% | +88.7% | +4.1% |
| 10Y | +309.5% | +45.3% | +264.3% | +193.5% |
| All | +414.3% | -31.9% | +446.2% | +275.6% |
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