-34.2%
SIMO vs RY
+15.7%
-49.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.9% | -11.5% | -11.9% |
| 7D | -31.4% | -1.1% | -30.3% | -30.1% |
| 30D | -45.2% | +4.4% | -49.6% | -46.6% |
| 3M | -36.5% | -2.9% | -33.6% | -33.3% |
| 6M | -34.2% | +15.6% | -49.8% | -33.8% |
| All | -34.2% | +15.7% | -49.9% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling