+1,041.6%
STM vs RY
+11,573.6%
-10,532.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.4% |
| 7D | +5.8% | +3.1% | +2.7% | +3.3% |
| 30D | -1.0% | -0.3% | -0.7% | -0.8% |
| 3M | -33.3% | +8.7% | -41.9% | -37.2% |
| 6M | +57.4% | +28.5% | +28.8% | +30.8% |
| YTD | +102.2% | +25.1% | +77.1% | +71.4% |
| 1Y | +99.6% | +46.3% | +53.3% | +50.4% |
| 3Y | +14.5% | +154.9% | -140.4% | -43.0% |
| 5Y | +21.4% | +140.3% | -118.9% | -36.1% |
| 10Y | +695.0% | +377.0% | +317.9% | +162.6% |
| All | +1,041.6% | +11,573.6% | -10,532.1% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling