+364.6%
RY vs SUI
+118.9%
+245.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | -1.1% | +8.8% | -9.9% | -3.7% |
| 30D | +4.4% | +8.9% | -4.5% | +1.4% |
| 3M | -2.9% | +2.0% | -5.0% | -3.8% |
| 6M | +15.6% | -0.6% | +16.2% | +15.2% |
| YTD | +21.8% | +1.3% | +20.5% | +20.4% |
| 1Y | +42.6% | +1.3% | +41.3% | +40.9% |
| 3Y | +160.9% | +16.3% | +144.6% | +141.7% |
| 5Y | +126.1% | -25.1% | +151.1% | +139.7% |
| All | +364.6% | +118.9% | +245.7% | +286.9% |
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