+80.3%
SCHG vs RY
+160.7%
-80.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | +4.6% | -0.5% | +5.2% | +4.9% |
| 30D | -6.2% | +4.7% | -11.0% | -8.4% |
| 3M | -3.5% | -4.5% | +1.0% | -1.2% |
| 6M | +0.9% | +12.5% | -11.6% | -5.7% |
| YTD | +5.6% | +21.1% | -15.6% | -5.6% |
| 1Y | +4.4% | +38.6% | -34.2% | -13.3% |
| All | +80.3% | +160.7% | -80.4% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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