+371.5%
RY vs SUI
+110.1%
+261.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +3.1% | -2.8% | +5.9% | +4.0% |
| 30D | -0.3% | -1.2% | +0.9% | 0.0% |
| 3M | +8.7% | -1.7% | +10.4% | +8.9% |
| 6M | +28.5% | -10.5% | +39.0% | +32.7% |
| YTD | +25.1% | -1.8% | +27.0% | +25.2% |
| 1Y | +46.3% | -4.1% | +50.4% | +47.2% |
| 3Y | +154.9% | +11.3% | +143.7% | +139.9% |
| 5Y | +140.3% | -32.1% | +172.4% | +163.5% |
| All | +371.5% | +110.1% | +261.4% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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