+573.2%
SPMO vs RY
+447.1%
+126.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +2.0% | +3.1% | -1.1% | +0.3% |
| 30D | -0.4% | -0.3% | 0.0% | -0.2% |
| 3M | -1.9% | +8.7% | -10.5% | -6.3% |
| 6M | +25.0% | +28.5% | -3.5% | +9.0% |
| YTD | +26.0% | +25.1% | +0.9% | +11.4% |
| 1Y | +28.7% | +46.3% | -17.6% | +4.5% |
| 3Y | +160.9% | +154.9% | +6.0% | +56.2% |
| 5Y | +147.9% | +140.3% | +7.6% | +52.5% |
| 10Y | +518.9% | +377.0% | +141.9% | +191.8% |
| All | +573.2% | +447.1% | +126.2% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling