+12.7%
SAN vs RY
+39.8%
-27.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.3% |
| 7D | +1.0% | -0.5% | +1.5% | +1.7% |
| 30D | -9.4% | +4.7% | -14.1% | -14.3% |
| 3M | -17.1% | -4.5% | -12.7% | -12.4% |
| 6M | +2.2% | +12.5% | -10.4% | -12.7% |
| YTD | +6.0% | +21.1% | -15.2% | -18.6% |
| 1Y | +12.7% | +38.6% | -25.9% | -20.1% |
| All | +12.7% | +39.8% | -27.1% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling