+150.2%
SPMO vs RY
+140.3%
+9.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +3.4% | +2.7% | +0.7% | +1.7% |
| 30D | +0.5% | -1.0% | +1.5% | +1.1% |
| 3M | +1.9% | +7.6% | -5.7% | -2.7% |
| 6M | +27.8% | +29.5% | -1.6% | +9.2% |
| YTD | +26.7% | +24.2% | +2.5% | +10.8% |
| 1Y | +28.9% | +46.4% | -17.5% | +2.1% |
| 3Y | +160.7% | +159.4% | +1.3% | +44.9% |
| 5Y | +150.2% | +141.8% | +8.3% | +42.8% |
| All | +150.2% | +140.3% | +9.9% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling