+439.5%
SN vs RY
+123.8%
+315.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.9% |
| 7D | +7.2% | -0.9% | +8.1% | +8.0% |
| 30D | +20.4% | +5.9% | +14.5% | +14.0% |
| 3M | +23.9% | -4.3% | +28.2% | +28.7% |
| 6M | +93.0% | +12.1% | +80.9% | +71.6% |
| YTD | +99.2% | +20.3% | +79.0% | +65.0% |
| 1Y | +142.6% | +41.0% | +101.6% | +73.2% |
| 3Y | +398.8% | +157.5% | +241.3% | +105.5% |
| All | +439.5% | +123.8% | +315.6% | +198.0% |
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