+774.5%
STM vs RY
+11,266.1%
-10,491.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.9% | -9.5% | -10.2% |
| 7D | -20.1% | -1.1% | -19.0% | -19.3% |
| 30D | -32.0% | +4.4% | -36.4% | -34.1% |
| 3M | -24.2% | -2.9% | -21.2% | -22.4% |
| 6M | -29.9% | +15.6% | -45.5% | -37.0% |
| YTD | +54.9% | +21.8% | +33.1% | +34.1% |
| 1Y | +68.0% | +42.6% | +25.4% | +29.2% |
| 3Y | -0.1% | +160.9% | -161.0% | -51.0% |
| 5Y | -17.9% | +126.1% | -144.0% | -54.8% |
| 10Y | +392.2% | +371.7% | +20.5% | +64.3% |
| All | +774.5% | +11,266.1% | -10,491.5% | -51.9% |
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 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