-12.1%
SGI vs RY
+46.4%
-58.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +3.8% |
| 7D | +12.1% | +2.5% | +9.6% | +9.5% |
| 30D | +12.1% | +8.4% | +3.6% | +3.6% |
| 3M | +0.4% | +1.2% | -0.8% | -1.1% |
| 6M | -4.0% | +19.4% | -23.4% | -22.0% |
| YTD | -21.2% | +25.4% | -46.7% | -40.5% |
| 1Y | -12.1% | +46.7% | -58.8% | -33.8% |
| All | -12.1% | +46.4% | -58.5% | -33.8% |
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