-18.9%
SGI vs RY
+46.1%
-64.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.2% |
| 7D | +8.5% | +3.1% | +5.4% | +5.5% |
| 30D | +0.7% | -0.3% | +1.0% | +0.7% |
| 3M | +0.6% | +8.7% | -8.1% | -8.7% |
| 6M | -17.9% | +28.5% | -46.5% | -37.3% |
| YTD | -21.2% | +25.1% | -46.3% | -39.2% |
| 1Y | -18.9% | +46.3% | -65.1% | -41.4% |
| All | -18.9% | +46.1% | -64.9% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling