-48.0%
SMR vs RY
+115.6%
-163.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.5% |
| 7D | +1.9% | -3.0% | +4.9% | +6.4% |
| 30D | -21.9% | +6.3% | -28.2% | -27.8% |
| 3M | -47.1% | -2.6% | -44.5% | -45.4% |
| 6M | -60.6% | +13.9% | -74.6% | -67.1% |
| YTD | -63.1% | +21.7% | -84.8% | -71.3% |
| 1Y | -80.4% | +40.4% | -120.9% | -87.2% |
| 3Y | +150.2% | +161.3% | -11.1% | -8.9% |
| All | -48.0% | +115.6% | -163.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling