+5.1%
SPGI vs RVMD
+570.7%
-565.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.1% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | +5.4% | +1.1% | +4.4% | +5.2% |
| 3M | +9.0% | +39.6% | -30.6% | +5.1% |
| 6M | +0.8% | +110.7% | -109.9% | -8.0% |
| YTD | -12.6% | +160.3% | -172.9% | -22.6% |
| 1Y | -16.1% | +404.9% | -421.1% | -31.7% |
| 3Y | +19.0% | +545.5% | -526.5% | -8.7% |
| 5Y | +5.1% | +584.7% | -579.6% | -25.9% |
| All | +5.1% | +570.7% | -565.7% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling