+4,637.1%
SPG vs RY
+11,266.1%
-6,628.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +1.0% |
| 7D | +5.0% | -1.1% | +6.1% | +5.7% |
| 30D | +12.3% | +4.4% | +7.9% | +9.2% |
| 3M | +1.9% | -2.9% | +4.8% | +3.6% |
| 6M | +14.4% | +15.6% | -1.1% | +3.9% |
| YTD | +26.5% | +21.8% | +4.7% | +10.8% |
| 1Y | +30.7% | +42.6% | -11.9% | +3.4% |
| 3Y | +122.6% | +160.9% | -38.3% | +19.3% |
| 5Y | +73.3% | +126.1% | -52.8% | +1.8% |
| 10Y | +111.1% | +371.7% | -260.6% | -16.0% |
| All | +4,637.1% | +11,266.1% | -6,628.9% | +820.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling