-18.8%
SGI vs RY
+45.9%
-64.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | +0.3% |
| 7D | +9.3% | +2.7% | +6.6% | +6.6% |
| 30D | +6.9% | -1.0% | +7.9% | +7.6% |
| 3M | +2.8% | +7.6% | -4.8% | -5.9% |
| 6M | -12.6% | +29.5% | -42.1% | -33.5% |
| YTD | -21.5% | +24.2% | -45.7% | -39.2% |
| 1Y | -18.8% | +46.4% | -65.1% | -41.7% |
| All | -18.8% | +45.9% | -64.7% | -41.7% |
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