+2,877.7%
RY vs SNY
+241.5%
+2,636.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -2.9% | -3.6% | +0.8% | -1.6% |
| 30D | -2.0% | -1.9% | -0.1% | -1.4% |
| 3M | +4.9% | -2.0% | +6.8% | +5.3% |
| 6M | +26.1% | +2.5% | +23.6% | +24.3% |
| YTD | +22.4% | -7.0% | +29.3% | +24.7% |
| 1Y | +44.7% | -4.4% | +49.1% | +45.5% |
| 3Y | +155.7% | -8.4% | +164.1% | +153.4% |
| 5Y | +137.7% | +9.5% | +128.1% | +115.1% |
| 10Y | +373.6% | +64.3% | +309.3% | +255.4% |
| All | +2,877.7% | +241.5% | +2,636.2% | +1,434.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling