+20.2%
SGOV vs RY
+293.8%
-273.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.3% | -1.9% | +2.2% | +0.3% |
| 3M | +0.9% | +5.1% | -4.2% | +0.9% |
| 6M | +1.8% | +28.2% | -26.3% | +1.8% |
| YTD | +2.5% | +22.9% | -20.4% | +2.5% |
| 1Y | +3.8% | +45.5% | -41.7% | +3.8% |
| 3Y | +14.4% | +156.7% | -142.3% | +14.4% |
| 5Y | +20.2% | +137.7% | -117.6% | +20.2% |
| All | +20.2% | +293.8% | -273.5% | +20.2% |
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 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