+463.1%
STM vs RY
+355.6%
+107.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +2.9% |
| 7D | +1.4% | -3.0% | +4.4% | +5.0% |
| 30D | -8.4% | +6.3% | -14.6% | -13.8% |
| 3M | -15.8% | -2.6% | -13.2% | -13.5% |
| 6M | -22.8% | +13.9% | -36.8% | -32.2% |
| YTD | +79.4% | +21.7% | +57.7% | +47.5% |
| 1Y | +97.0% | +40.4% | +56.5% | +40.1% |
| 3Y | +14.2% | +161.3% | -147.1% | -56.7% |
| 5Y | -4.5% | +126.5% | -130.9% | -58.1% |
| 10Y | +463.1% | +354.3% | +108.7% | +65.8% |
| All | +463.1% | +355.6% | +107.4% | +65.8% |
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 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