+126.5%
RY vs SFM
+111.2%
+15.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.3% |
| 7D | -3.0% | -7.1% | +4.1% | -2.4% |
| 30D | +6.3% | -21.4% | +27.7% | +7.9% |
| 3M | -2.6% | -40.1% | +37.5% | +1.1% |
| 6M | +13.9% | -38.0% | +52.0% | +17.6% |
| YTD | +21.7% | -36.5% | +58.2% | +24.9% |
| 1Y | +40.4% | -35.2% | +75.6% | +43.8% |
| 3Y | +161.3% | +23.5% | +137.9% | +145.1% |
| 5Y | +126.5% | +109.7% | +16.8% | +99.6% |
| All | +126.5% | +111.2% | +15.3% | +99.6% |
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