+229.3%
SAP vs RY
+355.6%
-126.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | -2.5% | -3.0% | +0.5% | -0.7% |
| 30D | +7.5% | +6.3% | +1.2% | +3.5% |
| 3M | +11.6% | -2.6% | +14.2% | +13.1% |
| 6M | +37.6% | +13.9% | +23.7% | +25.9% |
| YTD | -2.0% | +21.7% | -23.6% | -14.3% |
| 1Y | -6.4% | +40.4% | -46.8% | -25.5% |
| 3Y | +67.7% | +161.3% | -93.6% | -11.6% |
| 5Y | +75.7% | +126.5% | -50.7% | +1.0% |
| 10Y | +229.3% | +354.3% | -125.0% | +33.1% |
| All | +229.3% | +355.6% | -126.3% | +33.1% |
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