+157.5%
RY vs SM
-7.7%
+165.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | -0.3% | +26.3% | -26.6% | -1.3% |
| 3M | +8.7% | +8.7% | 0.0% | +8.3% |
| 6M | +28.5% | +51.7% | -23.1% | +24.5% |
| YTD | +25.1% | +99.0% | -73.9% | +18.1% |
| 1Y | +46.3% | +34.6% | +11.7% | +43.1% |
| All | +157.5% | -7.7% | +165.2% | +147.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling