-4.1%
SAN vs RY
+13.2%
-17.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -0.9% |
| 7D | +4.9% | -0.9% | +5.8% | +5.8% |
| 30D | -13.0% | +5.9% | -18.8% | -18.1% |
| 3M | -18.9% | -4.3% | -14.6% | -15.1% |
| 6M | -4.1% | +12.1% | -16.3% | -15.1% |
| All | -4.1% | +13.2% | -17.3% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling