+358.7%
RY vs SM
+8.2%
+350.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -0.9% | -25.9% | +25.0% | +1.5% |
| 30D | +5.9% | -15.1% | +21.0% | +7.1% |
| 3M | -4.3% | +4.9% | -9.1% | -5.2% |
| 6M | +12.1% | +6.1% | +6.0% | +10.5% |
| YTD | +20.3% | +63.4% | -43.2% | +13.1% |
| 1Y | +41.0% | +72.5% | -31.5% | +31.8% |
| 3Y | +157.5% | -16.9% | +174.4% | +152.7% |
| 5Y | +123.2% | -10.6% | +133.8% | +112.3% |
| All | +358.7% | +8.2% | +350.5% | +223.9% |
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