+50.1%
STT vs RY
+38.8%
+11.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | 0.0% |
| 7D | +4.8% | +0.6% | +4.2% | +4.3% |
| 30D | +3.9% | +5.0% | -1.1% | +0.1% |
| 3M | -8.2% | -5.3% | -2.8% | -3.8% |
| 6M | +15.6% | +13.8% | +1.8% | +4.1% |
| YTD | +37.6% | +21.0% | +16.7% | +17.1% |
| 1Y | +50.1% | +40.5% | +9.6% | +16.2% |
| All | +50.1% | +38.8% | +11.3% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling