+415.5%
SIMO vs RY
+154.9%
+260.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +9.2% |
| 7D | +4.2% | +3.1% | +1.1% | +2.0% |
| 30D | +4.1% | -0.3% | +4.4% | +4.5% |
| 3M | -12.9% | +8.7% | -21.5% | -16.9% |
| 6M | +110.3% | +28.5% | +81.8% | +79.4% |
| YTD | +178.6% | +25.1% | +153.5% | +141.5% |
| 1Y | +220.0% | +46.3% | +173.7% | +148.9% |
| All | +415.5% | +154.9% | +260.6% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling