+161.2%
RY vs SFM
+23.6%
+137.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.3% |
| 7D | -3.0% | -7.1% | +4.1% | -2.5% |
| 30D | +6.3% | -21.4% | +27.7% | +7.6% |
| 3M | -2.6% | -40.1% | +37.5% | +0.4% |
| 6M | +13.9% | -38.0% | +52.0% | +16.9% |
| YTD | +21.7% | -36.5% | +58.2% | +24.4% |
| 1Y | +40.4% | -35.2% | +75.6% | +43.1% |
| All | +161.2% | +23.6% | +137.6% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling