+371.5%
RY vs SM
+6.6%
+364.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | -0.3% | +26.3% | -26.6% | -2.5% |
| 3M | +8.7% | +8.7% | 0.0% | +7.4% |
| 6M | +28.5% | +51.7% | -23.1% | +22.6% |
| YTD | +25.1% | +99.0% | -73.9% | +16.1% |
| 1Y | +46.3% | +34.6% | +11.7% | +40.4% |
| 3Y | +154.9% | -7.8% | +162.7% | +148.7% |
| 5Y | +140.3% | +104.8% | +35.5% | +112.8% |
| All | +371.5% | +6.6% | +364.8% | +237.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling