+373.8%
RY vs SNY
+64.5%
+309.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -2.2% | -3.3% | +1.1% | -1.3% |
| 30D | -3.6% | -2.2% | -1.4% | -3.0% |
| 3M | +3.9% | -3.0% | +7.0% | +4.6% |
| 6M | +26.4% | +2.7% | +23.7% | +24.9% |
| YTD | +22.3% | -6.8% | +29.2% | +24.2% |
| 1Y | +43.7% | -5.3% | +49.0% | +44.7% |
| 3Y | +154.0% | -9.8% | +163.7% | +153.6% |
| 5Y | +137.6% | +9.7% | +127.9% | +116.0% |
| All | +373.8% | +64.5% | +309.3% | +285.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling