+155.0%
SO vs RY
+373.9%
-219.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -0.2% | +3.1% | -3.3% | -1.4% |
| 30D | -4.6% | -0.3% | -4.3% | -4.5% |
| 3M | -3.0% | +8.7% | -11.7% | -6.6% |
| 6M | -8.3% | +28.5% | -36.8% | -17.9% |
| YTD | +3.5% | +25.1% | -21.6% | -6.5% |
| 1Y | -0.9% | +46.3% | -47.2% | -16.6% |
| 3Y | +45.4% | +154.9% | -109.6% | -6.6% |
| 5Y | +59.6% | +140.3% | -80.7% | +4.0% |
| All | +155.0% | +373.9% | -219.0% | +14.6% |
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