+109.0%
SPG vs RY
+351.1%
-242.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +2.0% | +0.6% | +1.4% | +1.4% |
| 30D | +17.2% | +5.0% | +12.2% | +11.7% |
| 3M | +6.3% | -5.3% | +11.6% | +11.5% |
| 6M | +18.7% | +13.8% | +4.9% | +3.6% |
| YTD | +30.1% | +21.0% | +9.1% | +6.4% |
| 1Y | +32.8% | +40.5% | -7.7% | -6.5% |
| 3Y | +133.6% | +159.7% | -26.1% | -14.2% |
| 5Y | +84.4% | +124.3% | -39.9% | -22.2% |
| All | +109.0% | +351.1% | -242.1% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling