+3,988.2%
STRL vs RY
+367.8%
+3,620.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.5% | +13.5% | +13.6% |
| 7D | -13.3% | -0.2% | -13.2% | -13.6% |
| 30D | -43.3% | +7.1% | -50.4% | -47.0% |
| 3M | -46.9% | -2.7% | -44.2% | -45.7% |
| 6M | -65.6% | +13.8% | -79.4% | -69.4% |
| YTD | -5.1% | +22.1% | -27.1% | -20.1% |
| 1Y | -23.1% | +43.1% | -66.1% | -43.4% |
| 3Y | +346.8% | +163.6% | +183.2% | +90.7% |
| 5Y | +907.2% | +126.2% | +780.9% | +385.4% |
| 10Y | +3,988.2% | +358.7% | +3,629.5% | +1,091.2% |
| All | +3,988.2% | +367.8% | +3,620.4% | +1,091.2% |
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