+75.1%
SAP vs RY
+155.6%
-80.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.6% |
| 7D | -0.7% | -0.9% | +0.2% | -0.3% |
| 30D | +11.1% | +5.9% | +5.2% | +8.6% |
| 3M | +17.0% | -4.3% | +21.3% | +18.9% |
| 6M | +34.8% | +12.1% | +22.7% | +26.7% |
| YTD | -2.2% | +20.3% | -22.5% | -11.4% |
| 1Y | -6.4% | +41.0% | -47.5% | -22.2% |
| 3Y | +75.1% | +157.5% | -82.4% | +19.7% |
| All | +75.1% | +155.6% | -80.4% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling