+388.8%
SIMO vs RY
+351.1%
+37.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +4.1% | +0.6% | +3.5% | +3.9% |
| 30D | -24.0% | +5.0% | -29.0% | -26.0% |
| 3M | -31.8% | -5.3% | -26.5% | -29.6% |
| 6M | -36.9% | +13.8% | -50.7% | -41.1% |
| YTD | +84.8% | +21.0% | +63.9% | +65.9% |
| 1Y | +99.0% | +40.5% | +58.5% | +64.0% |
| 3Y | +217.9% | +159.7% | +58.3% | +87.4% |
| 5Y | +171.5% | +124.3% | +47.1% | +70.6% |
| All | +388.8% | +351.1% | +37.7% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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