+3,667.8%
STRL vs RY
+360.6%
+3,307.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.7% | +4.6% |
| 7D | -26.9% | -0.9% | -26.0% | -26.8% |
| 30D | -52.7% | +5.9% | -58.5% | -55.4% |
| 3M | -52.8% | -4.3% | -48.6% | -51.2% |
| 6M | -71.5% | +12.1% | -83.6% | -74.3% |
| YTD | -17.4% | +20.3% | -37.7% | -29.7% |
| 1Y | -35.0% | +41.0% | -76.0% | -51.6% |
| 3Y | +239.2% | +157.5% | +81.7% | +47.8% |
| 5Y | +830.2% | +123.2% | +707.0% | +353.1% |
| All | +3,667.8% | +360.6% | +3,307.2% | +991.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling