+19.4%
RY vs SUI
-1.8%
+21.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.1% | +2.7% |
| 7D | +2.5% | +10.0% | -7.6% | +2.1% |
| 30D | +8.4% | +8.4% | 0.0% | +7.9% |
| 3M | +1.2% | +0.7% | +0.6% | +0.7% |
| 6M | +19.4% | -0.9% | +20.3% | +18.9% |
| All | +19.4% | -1.8% | +21.2% | +18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling