+0.8%
STLA vs RY
+355.6%
-354.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -4.1% |
| 7D | -11.6% | -3.0% | -8.6% | -8.9% |
| 30D | -6.2% | +6.3% | -12.4% | -11.6% |
| 3M | -24.6% | -2.6% | -22.0% | -22.7% |
| 6M | -44.9% | +13.9% | -58.8% | -52.3% |
| YTD | -62.3% | +21.7% | -83.9% | -69.7% |
| 1Y | -61.8% | +40.4% | -102.2% | -73.6% |
| 3Y | -75.3% | +161.3% | -236.7% | -91.1% |
| 5Y | -72.5% | +126.5% | -199.0% | -88.4% |
| 10Y | +0.8% | +354.3% | -353.6% | -73.0% |
| All | +0.8% | +355.6% | -354.9% | -73.0% |
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