+11.7%
SPGI vs RY
+122.0%
-110.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +18.4% | +5.9% | +12.5% | +14.9% |
| 3M | +15.7% | -4.3% | +20.0% | +18.2% |
| 6M | +17.3% | +12.1% | +5.2% | +9.5% |
| YTD | -4.7% | +20.3% | -25.0% | -14.9% |
| 1Y | +1.8% | +41.0% | -39.2% | -17.6% |
| 3Y | +31.7% | +157.5% | -125.8% | -28.0% |
| All | +11.7% | +122.0% | -110.3% | -33.9% |
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