+8,757.3%
STX vs RY
+2,520.1%
+6,237.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.9% | -13.4% | -14.3% |
| 7D | -33.4% | -1.1% | -32.3% | -32.8% |
| 30D | -42.1% | +4.4% | -46.5% | -43.7% |
| 3M | -44.3% | -2.9% | -41.3% | -43.1% |
| 6M | -39.4% | +15.6% | -55.0% | -45.1% |
| YTD | +70.0% | +21.8% | +48.1% | +48.4% |
| 1Y | +70.2% | +42.6% | +27.6% | +33.8% |
| 3Y | +585.2% | +160.9% | +424.3% | +254.8% |
| 5Y | +455.7% | +126.1% | +329.6% | +217.0% |
| 10Y | +2,007.9% | +371.7% | +1,636.1% | +627.0% |
| All | +8,757.3% | +2,520.1% | +6,237.2% | +1,122.7% |
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 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