+130.2%
SRE vs RY
+351.1%
-220.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +1.8% | +0.6% | +1.2% | +1.4% |
| 30D | -3.0% | +5.0% | -8.0% | -5.5% |
| 3M | -7.3% | -5.3% | -1.9% | -4.7% |
| 6M | -11.9% | +13.8% | -25.7% | -18.2% |
| YTD | -7.9% | +21.0% | -28.8% | -17.6% |
| 1Y | -11.1% | +40.5% | -51.6% | -26.9% |
| 3Y | +24.8% | +159.7% | -134.8% | -27.9% |
| 5Y | +52.4% | +124.3% | -72.0% | -5.6% |
| All | +130.2% | +351.1% | -220.9% | -1.9% |
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 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