+945.5%
SMCI vs RY
+351.1%
+594.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.3% |
| 7D | -6.6% | +0.6% | -7.1% | -7.0% |
| 30D | -24.9% | +5.0% | -29.9% | -28.3% |
| 3M | -31.4% | -5.3% | -26.1% | -28.0% |
| 6M | -16.0% | +13.8% | -29.9% | -25.3% |
| YTD | -8.2% | +21.0% | -29.1% | -21.9% |
| 1Y | -23.4% | +40.5% | -63.9% | -42.8% |
| 3Y | +5.0% | +159.7% | -154.6% | -53.9% |
| 5Y | +515.0% | +124.3% | +390.7% | +206.9% |
| All | +945.5% | +351.1% | +594.4% | +257.3% |
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 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