+4.9%
STM vs RY
+155.6%
-150.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +5.8% |
| 7D | -10.7% | -0.9% | -9.8% | -9.8% |
| 30D | -25.7% | +5.9% | -31.6% | -30.1% |
| 3M | -21.6% | -4.3% | -17.3% | -17.7% |
| 6M | -27.8% | +12.1% | -39.9% | -35.8% |
| YTD | +61.8% | +20.3% | +41.5% | +33.1% |
| 1Y | +78.1% | +41.0% | +37.1% | +24.0% |
| 3Y | +4.9% | +157.5% | -152.6% | -59.8% |
| All | +4.9% | +155.6% | -150.7% | -59.8% |
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 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