-49.5%
SMR vs RY
+113.1%
-162.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.3% | +17.5% | +17.9% |
| 7D | -9.6% | -0.9% | -8.7% | -8.6% |
| 30D | -33.8% | +5.9% | -39.6% | -38.6% |
| 3M | -46.4% | -4.3% | -42.1% | -43.5% |
| 6M | -62.4% | +12.1% | -74.5% | -68.0% |
| YTD | -64.1% | +20.3% | -84.4% | -71.7% |
| 1Y | -84.3% | +41.0% | -125.4% | -89.8% |
| 3Y | +55.8% | +157.5% | -101.7% | -42.4% |
| All | -49.5% | +113.1% | -162.6% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling