+200.7%
STT vs RY
+159.6%
+41.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.6% |
| 7D | +2.2% | +2.7% | -0.5% | +0.1% |
| 30D | +3.9% | -1.0% | +4.9% | +4.7% |
| 3M | +19.2% | +7.6% | +11.5% | +12.6% |
| 6M | +60.4% | +29.5% | +30.9% | +31.7% |
| YTD | +51.5% | +24.2% | +27.3% | +28.4% |
| 1Y | +76.3% | +46.4% | +29.9% | +32.3% |
| 3Y | +200.7% | +159.4% | +41.3% | +47.9% |
| All | +200.7% | +159.6% | +41.2% | +47.9% |
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