+121.0%
SRE vs RY
+354.4%
-233.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | -0.1% |
| 7D | -8.2% | -0.6% | -7.6% | -7.9% |
| 30D | -3.6% | +6.1% | -9.8% | -6.7% |
| 3M | -6.3% | -3.4% | -2.9% | -4.8% |
| 6M | -13.0% | +12.8% | -25.8% | -18.9% |
| YTD | -9.2% | +21.0% | -30.2% | -18.8% |
| 1Y | -13.1% | +40.5% | -53.6% | -28.5% |
| 3Y | +22.4% | +159.9% | -137.5% | -29.3% |
| 5Y | +47.1% | +125.0% | -77.8% | -9.0% |
| 10Y | +121.0% | +350.6% | -229.6% | -6.2% |
| All | +121.0% | +354.4% | -233.4% | -6.2% |
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