+1,672.1%
SGI vs RY
+1,975.4%
-303.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.7% |
| 7D | -3.9% | -0.6% | -3.3% | -3.3% |
| 30D | +0.9% | +6.1% | -5.2% | -4.1% |
| 3M | -2.9% | -3.4% | +0.5% | +0.1% |
| 6M | -9.0% | +12.8% | -21.7% | -18.2% |
| YTD | -29.2% | +21.0% | -50.2% | -40.0% |
| 1Y | -32.3% | +40.5% | -72.7% | -49.8% |
| 3Y | +72.4% | +159.9% | -87.5% | -26.8% |
| 5Y | +50.6% | +125.0% | -74.3% | -27.6% |
| 10Y | +335.2% | +350.6% | -15.3% | +19.0% |
| All | +1,672.1% | +1,975.4% | -303.3% | +188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling