+410.8%
SPYG vs RY
+371.6%
+39.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | +1.2% | +2.7% | -1.5% | -0.5% |
| 30D | -1.6% | -1.0% | -0.6% | -1.0% |
| 3M | +3.4% | +7.6% | -4.3% | -1.6% |
| 6M | +18.9% | +29.5% | -10.6% | +0.6% |
| YTD | +13.8% | +24.2% | -10.4% | -1.2% |
| 1Y | +20.6% | +46.4% | -25.8% | -5.9% |
| 3Y | +100.5% | +159.4% | -58.9% | +7.0% |
| 5Y | +84.6% | +141.8% | -57.2% | +2.8% |
| 10Y | +410.8% | +373.9% | +36.9% | +92.8% |
| All | +410.8% | +371.6% | +39.2% | +92.8% |
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