+84.9%
SPG vs RY
+125.1%
-40.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.2% |
| 7D | +3.1% | -0.5% | +3.7% | +3.5% |
| 30D | +16.4% | +4.7% | +11.7% | +12.6% |
| 3M | +7.1% | -4.5% | +11.5% | +10.2% |
| 6M | +16.1% | +12.5% | +3.5% | +5.8% |
| YTD | +30.4% | +21.1% | +9.3% | +12.3% |
| 1Y | +33.0% | +38.6% | -5.7% | +3.2% |
| 3Y | +134.6% | +160.2% | -25.5% | +8.4% |
| 5Y | +84.9% | +124.7% | -39.8% | -6.4% |
| All | +84.9% | +125.1% | -40.2% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling