+384.8%
SIMO vs RY
+360.6%
+24.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.9% |
| 7D | -22.0% | -0.9% | -21.1% | -21.7% |
| 30D | -43.0% | +5.9% | -48.9% | -44.8% |
| 3M | -39.1% | -4.3% | -34.9% | -37.6% |
| 6M | -33.3% | +12.1% | -45.4% | -37.3% |
| YTD | +77.0% | +20.3% | +56.7% | +59.3% |
| 1Y | +73.0% | +41.0% | +32.0% | +42.3% |
| 3Y | +215.7% | +157.5% | +58.2% | +86.9% |
| 5Y | +155.6% | +123.2% | +32.4% | +61.1% |
| All | +384.8% | +360.6% | +24.2% | +133.6% |
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