-48.1%
SMR vs RY
+114.4%
-162.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.1% | +2.0% |
| 7D | -2.8% | -0.6% | -2.2% | -2.1% |
| 30D | -27.5% | +6.1% | -33.6% | -32.9% |
| 3M | -43.1% | -3.4% | -39.8% | -40.8% |
| 6M | -58.4% | +12.8% | -71.2% | -64.8% |
| YTD | -63.2% | +21.0% | -84.2% | -71.1% |
| 1Y | -81.6% | +40.5% | -122.1% | -88.0% |
| 3Y | +149.8% | +159.9% | -10.1% | -8.5% |
| All | -48.1% | +114.4% | -162.6% | -80.1% |
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