+343.3%
SPGI vs RY
+351.1%
-7.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.2% |
| 7D | +1.2% | +0.6% | +0.7% | +0.8% |
| 30D | +15.9% | +5.0% | +10.9% | +12.2% |
| 3M | +12.3% | -5.3% | +17.6% | +16.2% |
| 6M | +23.7% | +13.8% | +9.9% | +12.5% |
| YTD | -3.5% | +21.0% | -24.5% | -16.4% |
| 1Y | +0.4% | +40.5% | -40.1% | -21.8% |
| 3Y | +29.9% | +159.7% | -129.8% | -36.1% |
| 5Y | +15.2% | +124.3% | -109.1% | -37.7% |
| All | +343.3% | +351.1% | -7.8% | +49.6% |
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