+4,532.8%
SITM vs RY
+219.8%
+4,313.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.6% |
| 7D | +4.8% | -2.9% | +7.7% | +8.7% |
| 30D | -9.7% | -2.0% | -7.7% | -7.0% |
| 3M | -9.3% | +4.9% | -14.2% | -14.1% |
| 6M | +69.5% | +26.1% | +43.4% | +28.6% |
| YTD | +70.5% | +22.4% | +48.1% | +33.7% |
| 1Y | +145.3% | +44.7% | +100.5% | +57.0% |
| 3Y | +432.8% | +155.7% | +277.1% | +73.1% |
| 5Y | +174.0% | +137.7% | +36.3% | +0.3% |
| All | +4,532.8% | +219.8% | +4,313.1% | +1,705.0% |
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