+3,426.5%
STX vs RY
+371.9%
+3,054.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.8% |
| 7D | +2.4% | +3.1% | -0.8% | 0.0% |
| 30D | +1.4% | -0.3% | +1.7% | +1.8% |
| 3M | -8.2% | +8.7% | -16.9% | -13.4% |
| 6M | +127.0% | +28.5% | +98.5% | +89.9% |
| YTD | +209.1% | +25.1% | +184.0% | +162.8% |
| 1Y | +365.4% | +46.3% | +319.1% | +253.9% |
| 3Y | +1,135.4% | +154.9% | +980.5% | +520.2% |
| 5Y | +991.5% | +140.3% | +851.2% | +473.4% |
| All | +3,426.5% | +371.9% | +3,054.7% | +1,100.7% |
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