+72.0%
SGI vs RY
+161.8%
-89.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.9% |
| 7D | -10.5% | -3.0% | -7.5% | -8.2% |
| 30D | +0.1% | +6.3% | -6.1% | -4.5% |
| 3M | -4.0% | -2.6% | -1.4% | -2.0% |
| 6M | -5.6% | +13.9% | -19.6% | -15.1% |
| YTD | -29.5% | +21.7% | -51.2% | -39.7% |
| 1Y | -31.5% | +40.4% | -72.0% | -47.1% |
| All | +72.0% | +161.8% | -89.9% | -21.2% |
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