+436.6%
SMTC vs RY
+371.9%
+64.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.7% | +9.9% | +10.0% |
| 7D | +12.7% | +3.1% | +9.6% | +9.0% |
| 30D | +22.0% | -0.3% | +22.3% | +22.8% |
| 3M | -12.7% | +8.7% | -21.3% | -19.7% |
| 6M | +64.8% | +28.5% | +36.2% | +27.7% |
| YTD | +100.7% | +25.1% | +75.6% | +60.0% |
| 1Y | +146.9% | +46.3% | +100.6% | +68.1% |
| 3Y | +456.8% | +154.9% | +301.9% | +124.8% |
| 5Y | +89.2% | +140.3% | -51.1% | -19.3% |
| All | +436.6% | +371.9% | +64.8% | +40.9% |
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