+432.0%
RY vs SFM
+47.4%
+384.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.3% | -2.3% |
| 7D | -1.1% | +7.5% | -8.6% | -1.9% |
| 30D | +4.4% | -20.8% | +25.2% | +6.5% |
| 3M | -2.9% | -39.4% | +36.4% | +1.8% |
| 6M | +15.6% | -34.5% | +50.0% | +19.7% |
| YTD | +21.8% | -35.2% | +57.1% | +25.8% |
| 1Y | +42.6% | -35.3% | +77.9% | +47.2% |
| 3Y | +160.9% | +23.9% | +137.0% | +144.0% |
| 5Y | +126.1% | +113.8% | +12.2% | +93.8% |
| 10Y | +371.7% | +152.0% | +219.8% | +278.9% |
| All | +432.0% | +47.4% | +384.5% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling