+20.9%
SPG vs RY
+46.1%
-25.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.4% | +3.1% | -5.5% | -3.4% |
| 30D | -6.8% | -0.3% | -6.5% | -6.8% |
| 3M | +2.7% | +8.7% | -6.0% | -1.0% |
| 6M | +5.5% | +28.5% | -23.1% | -4.4% |
| YTD | +15.7% | +25.1% | -9.4% | +5.2% |
| 1Y | +20.9% | +46.3% | -25.4% | +3.0% |
| All | +20.9% | +46.1% | -25.2% | +3.0% |
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