+202.9%
STT vs RY
+360.6%
-157.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +1.5% |
| 7D | -2.5% | -0.9% | -1.6% | -1.6% |
| 30D | -5.0% | +5.9% | -10.8% | -10.4% |
| 3M | -10.5% | -4.3% | -6.2% | -6.5% |
| 6M | +10.0% | +12.1% | -2.1% | -2.8% |
| YTD | +30.7% | +20.3% | +10.4% | +7.2% |
| 1Y | +43.8% | +41.0% | +2.8% | -0.4% |
| 3Y | +168.1% | +157.5% | +10.5% | -4.9% |
| 5Y | +101.4% | +123.2% | -21.8% | -15.9% |
| All | +202.9% | +360.6% | -157.7% | -24.8% |
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