+1,475.7%
SMH vs RY
+351.1%
+1,124.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +4.9% | +0.6% | +4.3% | +4.5% |
| 30D | -13.8% | +5.0% | -18.8% | -17.0% |
| 3M | -17.4% | -5.3% | -12.1% | -13.7% |
| 6M | -15.0% | +13.8% | -28.8% | -23.5% |
| YTD | +35.2% | +21.0% | +14.2% | +15.8% |
| 1Y | +41.6% | +40.5% | +1.1% | +7.5% |
| 3Y | +215.6% | +159.7% | +56.0% | +45.2% |
| 5Y | +233.2% | +124.3% | +108.9% | +72.8% |
| All | +1,475.7% | +351.1% | +1,124.6% | +464.4% |
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