+1,487.3%
SMH vs RY
+354.4%
+1,133.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.7% |
| 7D | -6.7% | -0.6% | -6.1% | -6.2% |
| 30D | -19.8% | +6.1% | -26.0% | -23.5% |
| 3M | -15.1% | -3.4% | -11.7% | -12.8% |
| 6M | -14.6% | +12.8% | -27.4% | -22.7% |
| YTD | +34.3% | +21.0% | +13.3% | +15.0% |
| 1Y | +35.2% | +40.5% | -5.2% | +2.7% |
| 3Y | +211.7% | +159.9% | +51.8% | +43.3% |
| 5Y | +240.5% | +125.0% | +115.5% | +76.2% |
| 10Y | +1,487.3% | +350.6% | +1,136.8% | +476.0% |
| All | +1,487.3% | +354.4% | +1,133.0% | +476.0% |
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