-22.0%
SIRI vs RY
+161.8%
-183.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | -2.6% | -3.0% | +0.4% | -0.9% |
| 30D | +22.2% | +6.3% | +16.0% | +18.0% |
| 3M | +14.1% | -2.6% | +16.7% | +15.8% |
| 6M | +22.5% | +13.9% | +8.6% | +12.4% |
| YTD | +67.9% | +21.7% | +46.2% | +46.9% |
| 1Y | +54.6% | +40.4% | +14.1% | +21.1% |
| All | -22.0% | +161.8% | -183.9% | -63.4% |
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