+145.4%
SIMO vs RY
+124.6%
+20.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.9% | -11.5% | -12.8% |
| 7D | -31.4% | -1.1% | -30.3% | -30.9% |
| 30D | -45.2% | +4.4% | -49.6% | -46.4% |
| 3M | -36.5% | -2.9% | -33.6% | -35.4% |
| 6M | -34.2% | +15.6% | -49.8% | -38.7% |
| YTD | +69.9% | +21.8% | +48.1% | +53.0% |
| 1Y | +60.4% | +42.6% | +17.8% | +32.4% |
| 3Y | +203.1% | +160.9% | +42.2% | +89.2% |
| 5Y | +145.4% | +126.1% | +19.4% | +56.6% |
| All | +145.4% | +124.6% | +20.8% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling