+123.3%
RY vs SM
-11.5%
+134.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -0.9% | -25.9% | +25.0% | +1.4% |
| 30D | +5.9% | -15.1% | +21.0% | +7.0% |
| 3M | -4.3% | +4.9% | -9.1% | -5.3% |
| 6M | +12.1% | +6.1% | +6.0% | +10.1% |
| YTD | +20.3% | +63.4% | -43.2% | +11.3% |
| 1Y | +41.0% | +72.5% | -31.5% | +29.4% |
| 3Y | +157.5% | -16.9% | +174.4% | +151.5% |
| All | +123.3% | -11.5% | +134.9% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling