+588.0%
STX vs RY
+155.6%
+432.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.4% |
| 7D | -28.5% | -0.9% | -27.6% | -27.9% |
| 30D | -42.9% | +5.9% | -48.8% | -44.7% |
| 3M | -45.9% | -4.3% | -41.6% | -44.2% |
| 6M | -41.3% | +12.1% | -53.4% | -45.0% |
| YTD | +67.9% | +20.3% | +47.7% | +49.7% |
| 1Y | +66.5% | +41.0% | +25.5% | +35.1% |
| 3Y | +588.0% | +157.5% | +430.4% | +308.0% |
| All | +588.0% | +155.6% | +432.4% | +308.0% |
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