+358.7%
RY vs SFM
+138.2%
+220.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.6% | -0.8% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | +5.9% | -24.8% | +30.6% | +8.6% |
| 3M | -4.3% | -43.7% | +39.4% | +1.3% |
| 6M | +12.1% | -37.3% | +49.4% | +16.7% |
| YTD | +20.3% | -38.4% | +58.6% | +24.9% |
| 1Y | +41.0% | -36.9% | +77.9% | +45.9% |
| 3Y | +157.5% | +20.7% | +136.9% | +139.6% |
| 5Y | +123.2% | +103.5% | +19.7% | +89.3% |
| All | +358.7% | +138.2% | +220.5% | +261.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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