+381.6%
SAN vs RY
+140.8%
+240.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.1% |
| 7D | +1.8% | +3.1% | -1.3% | -1.3% |
| 30D | +2.0% | -0.3% | +2.3% | +2.2% |
| 3M | +19.7% | +8.7% | +11.1% | +10.2% |
| 6M | +30.6% | +28.5% | +2.1% | +2.0% |
| YTD | +28.8% | +25.1% | +3.7% | +3.4% |
| 1Y | +57.8% | +46.3% | +11.5% | +8.6% |
| 3Y | +338.1% | +154.9% | +183.2% | +67.1% |
| All | +381.6% | +140.8% | +240.8% | +92.3% |
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