+52.4%
SPGI vs RVMD
+620.8%
-568.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.7% |
| 7D | -8.9% | -3.6% | -5.3% | -8.5% |
| 30D | +0.6% | -1.1% | +1.7% | +0.7% |
| 3M | +2.0% | +41.0% | -39.1% | -2.1% |
| 6M | +0.1% | +105.7% | -105.6% | -9.0% |
| YTD | -16.4% | +155.3% | -171.7% | -26.6% |
| 1Y | -18.9% | +402.7% | -421.7% | -34.8% |
| 3Y | +13.8% | +533.1% | -519.3% | -14.0% |
| 5Y | +0.5% | +583.5% | -583.0% | -28.8% |
| All | +52.4% | +620.8% | -568.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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