+14.0%
SPGI vs RY
+125.1%
-111.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -0.8% | -0.5% | -0.3% | -0.5% |
| 30D | +14.3% | +4.7% | +9.5% | +11.5% |
| 3M | +14.5% | -4.5% | +19.0% | +17.2% |
| 6M | +17.3% | +12.5% | +4.7% | +9.3% |
| YTD | -4.6% | +21.1% | -25.7% | -15.1% |
| 1Y | +0.8% | +38.6% | -37.9% | -17.5% |
| 3Y | +28.8% | +160.2% | -131.4% | -30.0% |
| 5Y | +14.0% | +124.7% | -110.7% | -33.1% |
| All | +14.0% | +125.1% | -111.2% | -33.1% |
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