+214.8%
SAP vs RY
+360.6%
-145.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.4% |
| 7D | -0.7% | -0.9% | +0.2% | -0.1% |
| 30D | +11.1% | +5.9% | +5.2% | +7.3% |
| 3M | +17.0% | -4.3% | +21.3% | +19.8% |
| 6M | +34.8% | +12.1% | +22.7% | +24.5% |
| YTD | -2.2% | +20.3% | -22.5% | -14.0% |
| 1Y | -6.4% | +41.0% | -47.5% | -25.7% |
| 3Y | +75.1% | +157.5% | -82.4% | -6.7% |
| 5Y | +69.8% | +123.2% | -53.4% | -1.4% |
| All | +214.8% | +360.6% | -145.8% | +28.1% |
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 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