+184.2%
STT vs RY
+161.8%
+22.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.1% |
| 7D | +0.4% | -3.0% | +3.4% | +2.9% |
| 30D | -0.4% | +6.3% | -6.7% | -4.9% |
| 3M | -6.5% | -2.6% | -3.9% | -4.5% |
| 6M | +17.2% | +13.9% | +3.2% | +5.9% |
| YTD | +38.2% | +21.7% | +16.5% | +18.7% |
| 1Y | +49.3% | +40.4% | +8.9% | +15.1% |
| All | +184.2% | +161.8% | +22.4% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling