+392.6%
STM vs RY
+360.6%
+32.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +5.7% |
| 7D | -10.7% | -0.9% | -9.8% | -10.0% |
| 30D | -25.7% | +5.9% | -31.6% | -29.9% |
| 3M | -21.6% | -4.3% | -17.3% | -18.0% |
| 6M | -27.8% | +12.1% | -39.9% | -35.6% |
| YTD | +61.8% | +20.3% | +41.5% | +34.6% |
| 1Y | +78.1% | +41.0% | +37.1% | +26.2% |
| 3Y | +4.9% | +157.5% | -152.6% | -59.6% |
| 5Y | -14.3% | +123.2% | -137.4% | -61.8% |
| All | +392.6% | +360.6% | +32.0% | +50.8% |
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