+189.7%
SW vs RY
+383.5%
-193.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.0% | +2.7% |
| 7D | +12.1% | +2.5% | +9.6% | +10.8% |
| 30D | +6.6% | +8.4% | -1.9% | +2.7% |
| 3M | -6.0% | +1.2% | -7.2% | -6.6% |
| 6M | +21.5% | +19.4% | +2.1% | +12.1% |
| YTD | +20.3% | +25.4% | -5.1% | +8.6% |
| 1Y | +28.1% | +46.7% | -18.5% | +8.0% |
| 3Y | +51.6% | +168.6% | -117.0% | 0.0% |
| 5Y | -0.1% | +132.3% | -132.4% | -31.1% |
| 10Y | +189.7% | +385.7% | -195.9% | +57.2% |
| All | +189.7% | +383.5% | -193.7% | +57.2% |
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