+199.4%
STT vs RY
+367.8%
-168.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +1.7% |
| 7D | +0.9% | -0.2% | +1.1% | +1.2% |
| 30D | -2.3% | +7.1% | -9.4% | -9.0% |
| 3M | -7.5% | -2.7% | -4.8% | -5.0% |
| 6M | +14.9% | +13.8% | +1.1% | 0.0% |
| YTD | +34.9% | +22.1% | +12.8% | +9.0% |
| 1Y | +47.1% | +43.1% | +4.0% | +0.4% |
| 3Y | +179.6% | +163.6% | +16.0% | -3.2% |
| 5Y | +107.1% | +126.2% | -19.1% | -14.6% |
| 10Y | +199.4% | +358.7% | -159.3% | -27.3% |
| All | +199.4% | +367.8% | -168.4% | -27.3% |
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