+483.2%
SMTC vs RY
+154.9%
+328.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.7% | +9.9% | +10.2% |
| 7D | +12.7% | +3.1% | +9.6% | +7.6% |
| 30D | +22.0% | -0.3% | +22.3% | +23.1% |
| 3M | -12.7% | +8.7% | -21.3% | -22.4% |
| 6M | +64.8% | +28.5% | +36.2% | +15.2% |
| YTD | +100.7% | +25.1% | +75.6% | +45.5% |
| 1Y | +146.9% | +46.3% | +100.6% | +43.6% |
| All | +483.2% | +154.9% | +328.3% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling