+15.7%
STM vs RY
+154.9%
-139.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.6% |
| 7D | +5.8% | +3.1% | +2.7% | +2.3% |
| 30D | -1.0% | -0.3% | -0.7% | -0.7% |
| 3M | -33.3% | +8.7% | -41.9% | -38.7% |
| 6M | +57.4% | +28.5% | +28.8% | +21.7% |
| YTD | +102.2% | +25.1% | +77.1% | +60.3% |
| 1Y | +99.6% | +46.3% | +53.3% | +35.0% |
| All | +15.7% | +154.9% | -139.1% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling