+56.4%
SAP vs RY
+140.8%
-84.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -2.9% | +3.1% | -6.0% | -4.5% |
| 30D | +9.0% | -0.3% | +9.3% | +9.0% |
| 3M | +14.9% | +8.7% | +6.3% | +8.8% |
| 6M | +11.9% | +28.5% | -16.6% | -4.4% |
| YTD | -9.9% | +25.1% | -35.0% | -22.0% |
| 1Y | -19.5% | +46.3% | -65.8% | -37.0% |
| 3Y | +61.8% | +154.9% | -93.1% | -12.7% |
| All | +56.4% | +140.8% | -84.4% | -13.2% |
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