+38.2%
SITM vs RY
+41.3%
-3.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +5.8% |
| 7D | -0.1% | -0.6% | +0.5% | +0.5% |
| 30D | -27.4% | +6.1% | -33.6% | -33.8% |
| 3M | -35.6% | -3.4% | -32.2% | -31.7% |
| 6M | -46.6% | +12.8% | -59.4% | -54.4% |
| YTD | +25.8% | +21.0% | +4.8% | -7.6% |
| 1Y | +38.2% | +40.5% | -2.2% | -25.8% |
| All | +38.2% | +41.3% | -3.1% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling