+86.1%
SGI vs RY
+158.9%
-72.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -0.5% |
| 7D | +5.3% | -1.1% | +6.4% | +6.4% |
| 30D | +8.2% | +4.4% | +3.8% | +4.6% |
| 3M | -2.2% | -2.9% | +0.7% | +0.1% |
| 6M | -8.4% | +15.6% | -24.0% | -18.5% |
| YTD | -23.4% | +21.8% | -45.3% | -34.6% |
| 1Y | -14.0% | +42.6% | -56.6% | -34.3% |
| All | +86.1% | +158.9% | -72.8% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling