+59.6%
SPG vs RY
+373.9%
-314.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.3% |
| 7D | -2.4% | +3.1% | -5.5% | -5.3% |
| 30D | -6.8% | -0.3% | -6.5% | -6.8% |
| 3M | +2.7% | +8.7% | -6.0% | -5.8% |
| 6M | +5.5% | +28.5% | -23.1% | -17.9% |
| YTD | +15.7% | +25.1% | -9.4% | -8.0% |
| 1Y | +20.9% | +46.3% | -25.4% | -17.9% |
| 3Y | +112.4% | +154.9% | -42.6% | -19.9% |
| 5Y | +101.4% | +140.3% | -38.9% | -20.5% |
| All | +59.6% | +373.9% | -314.4% | -63.8% |
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