+115.0%
SRE vs RY
+360.9%
-245.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.4% |
| 7D | -9.2% | -0.9% | -8.3% | -8.8% |
| 30D | -1.9% | +5.9% | -7.8% | -4.9% |
| 3M | -6.5% | -4.3% | -2.3% | -4.6% |
| 6M | -15.2% | +12.1% | -27.4% | -20.7% |
| YTD | -9.5% | +20.3% | -29.7% | -18.7% |
| 1Y | -13.2% | +41.0% | -54.2% | -28.7% |
| 3Y | +19.5% | +157.5% | -138.1% | -30.6% |
| 5Y | +43.6% | +123.2% | -79.6% | -10.8% |
| All | +115.0% | +360.9% | -245.9% | -7.5% |
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 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