+460.3%
SPMO vs RY
+425.9%
+34.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.3% |
| 7D | -8.7% | -0.9% | -7.8% | -8.2% |
| 30D | -18.7% | +5.9% | -24.5% | -21.2% |
| 3M | -16.4% | -4.3% | -12.2% | -14.5% |
| 6M | -11.9% | +12.1% | -24.0% | -17.3% |
| YTD | +4.9% | +20.3% | -15.4% | -5.3% |
| 1Y | +6.2% | +41.0% | -34.8% | -12.0% |
| 3Y | +115.1% | +157.5% | -42.4% | +28.2% |
| 5Y | +102.2% | +123.2% | -21.0% | +29.3% |
| 10Y | +422.3% | +365.7% | +56.6% | +151.3% |
| All | +460.3% | +425.9% | +34.5% | +174.6% |
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 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