+75.8%
SPGI vs RVMD
+510.7%
-434.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | +1.2% | -10.4% | +11.6% | +2.4% |
| 30D | +15.9% | -11.0% | +26.9% | +17.1% |
| 3M | +12.3% | -14.7% | +27.0% | +13.8% |
| 6M | +23.7% | +14.9% | +8.8% | +20.9% |
| YTD | -3.5% | +116.3% | -119.9% | -14.0% |
| 1Y | +0.4% | +167.6% | -167.2% | -12.9% |
| 3Y | +29.9% | +776.8% | -746.9% | -4.6% |
| 5Y | +15.2% | +424.8% | -409.6% | -16.0% |
| All | +75.8% | +510.7% | -434.9% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling