+90.1%
STM vs RY
+41.3%
+48.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +6.4% |
| 7D | -7.9% | -0.6% | -7.3% | -7.0% |
| 30D | -14.1% | +6.1% | -20.3% | -19.5% |
| 3M | -17.6% | -3.4% | -14.2% | -13.8% |
| 6M | -24.2% | +12.8% | -37.0% | -32.9% |
| YTD | +73.3% | +21.0% | +52.3% | +36.8% |
| 1Y | +90.1% | +40.5% | +49.6% | +26.0% |
| All | +90.1% | +41.3% | +48.8% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling