+191.6%
STT vs RY
+360.9%
-169.2%
-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 | -10.0% | -4.3% | -5.7% | -6.0% |
| 6M | +10.6% | +12.1% | -1.5% | -2.2% |
| YTD | +31.4% | +20.3% | +11.1% | +7.7% |
| 1Y | +44.5% | +41.0% | +3.5% | +0.2% |
| 3Y | +169.5% | +157.5% | +12.0% | -4.4% |
| 5Y | +102.5% | +123.2% | -20.7% | -15.4% |
| All | +191.6% | +360.9% | -169.2% | -28.1% |
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