+298.4%
SAN vs RY
+123.4%
+175.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.8% |
| 7D | +4.0% | +0.6% | +3.4% | +3.5% |
| 30D | -7.8% | +5.0% | -12.9% | -12.2% |
| 3M | -16.4% | -5.3% | -11.1% | -11.7% |
| 6M | +3.5% | +13.8% | -10.3% | -8.9% |
| YTD | +6.7% | +21.0% | -14.3% | -11.2% |
| 1Y | +14.5% | +40.5% | -26.0% | -17.5% |
| 3Y | +243.5% | +159.7% | +83.9% | +29.6% |
| All | +298.4% | +123.4% | +175.0% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling