+144.9%
SITM vs RY
+45.9%
+99.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.0% |
| 7D | +8.4% | +2.7% | +5.6% | +3.9% |
| 30D | -17.4% | -1.0% | -16.4% | -15.7% |
| 3M | -9.8% | +7.6% | -17.5% | -18.2% |
| 6M | +83.0% | +29.5% | +53.5% | +26.2% |
| YTD | +69.6% | +24.2% | +45.4% | +21.1% |
| 1Y | +144.9% | +46.4% | +98.5% | +33.2% |
| All | +144.9% | +45.9% | +99.0% | +33.2% |
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