+46.7%
RY vs SNY
+2.7%
+44.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +2.4% |
| 7D | +2.5% | +12.4% | -9.9% | +0.9% |
| 30D | +8.4% | +20.1% | -11.7% | +5.9% |
| 3M | +1.2% | +11.2% | -10.0% | -0.1% |
| 6M | +19.4% | +9.5% | +9.9% | +17.9% |
| YTD | +25.4% | +3.4% | +22.0% | +24.9% |
| 1Y | +46.7% | +2.0% | +44.7% | +46.1% |
| All | +46.7% | +2.7% | +44.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling