+135.5%
SPG vs RY
+160.5%
-25.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.0% | +2.3% |
| 7D | +5.6% | -0.6% | +6.2% | +5.9% |
| 30D | +17.6% | +6.1% | +11.4% | +13.6% |
| 3M | +7.5% | -3.4% | +10.8% | +9.3% |
| 6M | +18.5% | +12.8% | +5.8% | +9.4% |
| YTD | +30.9% | +21.0% | +9.9% | +15.4% |
| 1Y | +34.1% | +40.5% | -6.3% | +7.0% |
| 3Y | +135.5% | +159.9% | -24.4% | +19.3% |
| All | +135.5% | +160.5% | -25.0% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling