+350.6%
RY vs SFM
+138.5%
+212.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -0.6% | -6.9% | +6.3% | +0.2% |
| 30D | +6.1% | -25.0% | +31.1% | +8.9% |
| 3M | -3.4% | -42.7% | +39.4% | +2.0% |
| 6M | +12.8% | -41.0% | +53.8% | +18.3% |
| YTD | +21.0% | -38.7% | +59.7% | +25.8% |
| 1Y | +40.5% | -38.1% | +78.6% | +45.7% |
| 3Y | +159.9% | +19.3% | +140.5% | +142.1% |
| 5Y | +125.0% | +103.1% | +21.8% | +90.8% |
| 10Y | +350.6% | +131.1% | +219.5% | +257.2% |
| All | +350.6% | +138.5% | +212.1% | +257.2% |
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