+2,108.4%
STX vs RY
+355.6%
+1,752.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.4% | +9.6% |
| 7D | -1.0% | -3.0% | +2.0% | +1.6% |
| 30D | -26.8% | +6.3% | -33.0% | -29.7% |
| 3M | -32.7% | -2.6% | -30.1% | -31.3% |
| 6M | -33.7% | +13.9% | -47.7% | -39.7% |
| YTD | +101.0% | +21.7% | +79.3% | +74.2% |
| 1Y | +92.7% | +40.4% | +52.3% | +50.9% |
| 3Y | +708.7% | +161.3% | +547.4% | +299.1% |
| 5Y | +504.0% | +126.5% | +377.5% | +230.5% |
| 10Y | +2,108.4% | +354.3% | +1,754.0% | +745.2% |
| All | +2,108.4% | +355.6% | +1,752.7% | +745.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling