+2,618.8%
STT vs RY
+11,266.1%
-8,647.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -2.3% |
| 7D | -4.9% | -1.1% | -3.8% | -4.0% |
| 30D | -6.0% | +4.4% | -10.4% | -9.4% |
| 3M | -11.7% | -2.9% | -8.7% | -9.5% |
| 6M | +11.7% | +15.6% | -3.9% | -1.3% |
| YTD | +30.4% | +21.8% | +8.6% | +10.2% |
| 1Y | +43.9% | +42.6% | +1.3% | +6.4% |
| 3Y | +165.4% | +160.9% | +4.5% | +16.6% |
| 5Y | +101.0% | +126.1% | -25.1% | +0.8% |
| 10Y | +210.7% | +371.7% | -161.0% | -11.5% |
| All | +2,618.8% | +11,266.1% | -8,647.3% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling