+3,096.5%
STT vs RY
+11,573.6%
-8,477.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.8% |
| 7D | +0.5% | +3.1% | -2.6% | -2.1% |
| 30D | +3.9% | -0.3% | +4.2% | +4.1% |
| 3M | +20.0% | +8.7% | +11.3% | +11.8% |
| 6M | +55.3% | +28.5% | +26.8% | +25.5% |
| YTD | +53.3% | +25.1% | +28.2% | +26.7% |
| 1Y | +74.7% | +46.3% | +28.4% | +26.5% |
| 3Y | +205.8% | +154.9% | +50.9% | +36.9% |
| 5Y | +145.0% | +140.3% | +4.7% | +16.9% |
| 10Y | +266.0% | +377.0% | -111.0% | +3.2% |
| All | +3,096.5% | +11,573.6% | -8,477.2% | +53.6% |
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