+71.3%
SCHG vs RY
+125.1%
-53.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | 0.0% |
| 7D | +4.6% | -0.5% | +5.2% | +5.0% |
| 30D | -6.2% | +4.7% | -11.0% | -8.9% |
| 3M | -3.5% | -4.5% | +1.0% | -0.8% |
| 6M | +0.9% | +12.5% | -11.6% | -6.9% |
| YTD | +5.6% | +21.1% | -15.6% | -7.4% |
| 1Y | +4.4% | +38.6% | -34.2% | -16.3% |
| 3Y | +80.1% | +160.2% | -80.0% | -7.3% |
| 5Y | +71.3% | +124.7% | -53.4% | -1.1% |
| All | +71.3% | +125.1% | -53.9% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling