+29.8%
SPGI vs RVMD
+887.5%
-857.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.7% |
| 7D | +1.6% | -0.6% | +2.2% | +1.6% |
| 30D | +16.1% | +1.7% | +14.3% | +15.8% |
| 3M | +15.5% | -6.7% | +22.2% | +15.8% |
| 6M | +19.6% | +36.1% | -16.5% | +15.9% |
| YTD | -3.6% | +142.4% | -146.0% | -13.2% |
| 1Y | +2.2% | +207.8% | -205.5% | -10.8% |
| All | +29.8% | +887.5% | -857.7% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling