+5,123.3%
RY vs SBAC
+2,208.1%
+2,915.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +3.1% | -0.8% | +3.9% | +3.2% |
| 30D | -0.3% | +6.9% | -7.2% | -1.1% |
| 3M | +8.7% | -8.2% | +16.9% | +9.5% |
| 6M | +28.5% | -1.6% | +30.2% | +28.1% |
| YTD | +25.1% | -0.1% | +25.2% | +24.4% |
| 1Y | +46.3% | -0.5% | +46.7% | +45.4% |
| 3Y | +154.9% | -9.1% | +164.0% | +154.5% |
| 5Y | +140.3% | -43.8% | +184.1% | +151.0% |
| 10Y | +377.0% | +80.5% | +296.5% | +339.4% |
| All | +5,123.3% | +2,208.1% | +2,915.2% | +3,424.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 all: compounded portfolio wealth divided by compounded SBAC 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…
all analysis · Full analysis span regression · 6 months rolling