-10.1%
SIRI vs RY
+351.1%
-361.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | -1.7% | +0.6% | -2.3% | -2.1% |
| 30D | +21.1% | +5.0% | +16.1% | +17.4% |
| 3M | +14.7% | -5.3% | +20.0% | +18.8% |
| 6M | +22.9% | +13.8% | +9.1% | +12.6% |
| YTD | +65.7% | +21.0% | +44.8% | +45.1% |
| 1Y | +53.5% | +40.5% | +13.0% | +21.5% |
| 3Y | -23.0% | +159.7% | -182.7% | -59.6% |
| 5Y | -41.5% | +124.3% | -165.8% | -66.7% |
| All | -10.1% | +351.1% | -361.2% | -65.7% |
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