+11,143.8%
RY vs SM
+1,048.7%
+10,095.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.3% |
| 7D | -1.1% | -25.1% | +24.0% | +2.2% |
| 30D | +4.4% | -15.6% | +20.0% | +6.2% |
| 3M | -2.9% | +2.7% | -5.7% | -4.0% |
| 6M | +15.6% | -3.8% | +19.4% | +14.5% |
| YTD | +21.8% | +61.8% | -40.0% | +12.1% |
| 1Y | +42.6% | +71.4% | -28.8% | +30.0% |
| 3Y | +160.9% | -20.7% | +181.6% | +155.4% |
| 5Y | +126.1% | -11.5% | +137.6% | +110.6% |
| 10Y | +371.7% | +10.2% | +361.5% | +215.2% |
| All | +11,143.8% | +1,048.7% | +10,095.2% | +5,415.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling