+85.1%
SPYG vs RY
+140.8%
-55.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +0.4% | +3.1% | -2.7% | -1.6% |
| 30D | -0.4% | -0.3% | -0.1% | -0.3% |
| 3M | +0.5% | +8.7% | -8.1% | -4.8% |
| 6M | +17.5% | +28.5% | -11.1% | -0.3% |
| YTD | +14.3% | +25.1% | -10.8% | -1.4% |
| 1Y | +21.7% | +46.3% | -24.6% | -5.1% |
| 3Y | +98.6% | +154.9% | -56.3% | +6.2% |
| All | +85.1% | +140.8% | -55.7% | +2.5% |
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