+333.9%
SGI vs RY
+355.6%
-21.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -1.0% |
| 7D | -10.5% | -3.0% | -7.5% | -7.7% |
| 30D | +0.1% | +6.3% | -6.1% | -5.6% |
| 3M | -4.0% | -2.6% | -1.4% | -1.5% |
| 6M | -5.6% | +13.9% | -19.6% | -17.3% |
| YTD | -29.5% | +21.7% | -51.2% | -42.0% |
| 1Y | -31.5% | +40.4% | -72.0% | -51.2% |
| 3Y | +71.6% | +161.3% | -89.7% | -36.5% |
| 5Y | +50.5% | +126.5% | -75.9% | -36.0% |
| 10Y | +333.9% | +354.3% | -20.5% | +4.3% |
| All | +333.9% | +355.6% | -21.8% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling