+49.3%
STT vs RY
+41.1%
+8.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.0% |
| 7D | +0.4% | -3.0% | +3.4% | +3.0% |
| 30D | -0.4% | +6.3% | -6.7% | -5.0% |
| 3M | -6.5% | -2.6% | -3.9% | -4.2% |
| 6M | +17.2% | +13.9% | +3.2% | +5.2% |
| YTD | +38.2% | +21.7% | +16.5% | +16.7% |
| 1Y | +49.3% | +40.4% | +8.9% | +13.4% |
| All | +49.3% | +41.1% | +8.2% | +13.4% |
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