+141.9%
RY vs SFM
+230.0%
-88.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.9% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | -0.3% | -4.4% | +4.0% | 0.0% |
| 3M | +8.7% | +1.5% | +7.1% | +8.2% |
| 6M | +28.5% | +6.5% | +22.1% | +27.0% |
| YTD | +25.1% | +2.2% | +22.9% | +24.0% |
| 1Y | +46.3% | -41.9% | +88.2% | +53.6% |
| 3Y | +154.9% | +106.8% | +48.2% | +130.0% |
| All | +141.9% | +230.0% | -88.0% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling