+4,608.4%
SITM vs RY
+226.9%
+4,381.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +7.4% |
| 7D | +9.7% | +3.1% | +6.6% | +5.5% |
| 30D | +12.7% | -0.3% | +13.0% | +13.6% |
| 3M | -13.4% | +8.7% | -22.1% | -21.4% |
| 6M | +59.6% | +28.5% | +31.1% | +18.4% |
| YTD | +73.3% | +25.1% | +48.2% | +32.1% |
| 1Y | +165.5% | +46.3% | +119.3% | +67.6% |
| 3Y | +368.7% | +154.9% | +213.8% | +52.8% |
| 5Y | +172.5% | +140.3% | +32.2% | -1.8% |
| All | +4,608.4% | +226.9% | +4,381.5% | +1,684.3% |
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