+446.4%
RY vs SFM
+132.6%
+313.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.0% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | -0.3% | -4.4% | +4.0% | +0.1% |
| 3M | +8.7% | +1.5% | +7.1% | +8.1% |
| 6M | +28.5% | +6.5% | +22.1% | +26.7% |
| YTD | +25.1% | +2.2% | +22.9% | +23.7% |
| 1Y | +46.3% | -41.9% | +88.2% | +53.9% |
| 3Y | +154.9% | +106.8% | +48.2% | +126.5% |
| 5Y | +140.3% | +231.6% | -91.3% | +97.5% |
| 10Y | +377.0% | +258.4% | +118.6% | +269.8% |
| All | +446.4% | +132.6% | +313.8% | +333.4% |
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