+260.2%
SAN vs RY
+354.4%
-94.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.4% | +6.3% |
| 7D | +10.8% | -0.6% | +11.3% | +11.5% |
| 30D | -5.7% | +6.1% | -11.9% | -11.4% |
| 3M | -13.4% | -3.4% | -10.1% | -10.4% |
| 6M | +3.5% | +12.8% | -9.2% | -8.5% |
| YTD | +9.7% | +21.0% | -11.3% | -9.3% |
| 1Y | +20.9% | +40.5% | -19.6% | -14.2% |
| 3Y | +254.3% | +159.9% | +94.4% | +30.5% |
| 5Y | +304.2% | +125.0% | +179.3% | +74.6% |
| 10Y | +260.2% | +350.6% | -90.3% | -8.8% |
| All | +260.2% | +354.4% | -94.1% | -8.8% |
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