+237.4%
SAN vs RY
+360.6%
-123.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -0.9% |
| 7D | +4.9% | -0.9% | +5.8% | +5.9% |
| 30D | -13.0% | +5.9% | -18.8% | -18.0% |
| 3M | -18.9% | -4.3% | -14.6% | -15.3% |
| 6M | -4.1% | +12.1% | -16.3% | -14.8% |
| YTD | +2.6% | +20.3% | -17.7% | -14.7% |
| 1Y | +16.9% | +41.0% | -24.1% | -17.3% |
| 3Y | +239.1% | +157.5% | +81.5% | +26.0% |
| 5Y | +266.8% | +123.2% | +143.6% | +59.8% |
| All | +237.4% | +360.6% | -123.2% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling