-67.1%
SMR vs RY
+45.9%
-113.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.8% | +16.0% | +16.7% |
| 7D | +21.4% | +2.7% | +18.7% | +14.9% |
| 30D | +13.8% | -1.0% | +14.8% | +14.9% |
| 3M | +3.9% | +7.6% | -3.7% | -15.4% |
| 6M | -4.2% | +29.5% | -33.7% | -50.3% |
| YTD | -21.1% | +24.2% | -45.3% | -54.5% |
| 1Y | -67.1% | +46.4% | -113.5% | -89.6% |
| All | -67.1% | +45.9% | -113.0% | -89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling