+0.4%
STM vs RY
+158.9%
-158.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.9% | -9.5% | -9.3% |
| 7D | -20.1% | -1.1% | -19.0% | -19.0% |
| 30D | -32.0% | +4.4% | -36.4% | -34.9% |
| 3M | -24.2% | -2.9% | -21.2% | -21.6% |
| 6M | -29.9% | +15.6% | -45.5% | -39.7% |
| YTD | +54.9% | +21.8% | +33.1% | +25.8% |
| 1Y | +68.0% | +42.6% | +25.4% | +15.7% |
| All | +0.4% | +158.9% | -158.4% | -62.0% |
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 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