+3,318.8%
SITM vs RY
+216.2%
+3,102.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +5.8% |
| 7D | -0.1% | -0.6% | +0.5% | +0.3% |
| 30D | -27.4% | +6.1% | -33.6% | -33.0% |
| 3M | -35.6% | -3.4% | -32.2% | -32.7% |
| 6M | -46.6% | +12.8% | -59.4% | -54.0% |
| YTD | +25.8% | +21.0% | +4.8% | -0.3% |
| 1Y | +38.2% | +40.5% | -2.2% | -8.6% |
| 3Y | +311.5% | +159.9% | +151.6% | +30.6% |
| 5Y | +94.6% | +125.0% | -30.3% | -24.5% |
| All | +3,318.8% | +216.2% | +3,102.6% | +1,246.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling