+606.9%
SMTC vs RY
+155.6%
+451.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.3% | +14.0% | +14.5% |
| 7D | -19.0% | -0.9% | -18.1% | -18.2% |
| 30D | -46.7% | +5.9% | -52.6% | -51.1% |
| 3M | -23.4% | -4.3% | -19.2% | -18.7% |
| 6M | -13.4% | +12.1% | -25.5% | -27.3% |
| YTD | +40.1% | +20.3% | +19.8% | +6.1% |
| 1Y | +47.7% | +41.0% | +6.7% | -11.0% |
| 3Y | +606.9% | +157.5% | +449.4% | +104.0% |
| All | +606.9% | +155.6% | +451.3% | +104.0% |
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