+431.4%
RY vs SFM
+44.5%
+386.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.2% |
| 7D | -3.0% | -7.1% | +4.1% | -2.2% |
| 30D | +6.3% | -21.4% | +27.7% | +8.5% |
| 3M | -2.6% | -40.1% | +37.5% | +2.3% |
| 6M | +13.9% | -38.0% | +52.0% | +18.8% |
| YTD | +21.7% | -36.5% | +58.2% | +25.9% |
| 1Y | +40.4% | -35.2% | +75.6% | +44.9% |
| 3Y | +161.3% | +23.5% | +137.9% | +144.4% |
| 5Y | +126.5% | +109.7% | +16.8% | +94.5% |
| 10Y | +354.3% | +132.6% | +221.8% | +267.9% |
| All | +431.4% | +44.5% | +386.9% | +341.2% |
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 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