+425.4%
SN vs RY
+126.7%
+298.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +1.7% |
| 7D | +3.8% | -1.1% | +4.9% | +4.9% |
| 30D | +17.5% | +4.4% | +13.1% | +12.8% |
| 3M | +19.2% | -2.9% | +22.2% | +22.3% |
| 6M | +84.9% | +15.6% | +69.4% | +59.6% |
| YTD | +94.0% | +21.8% | +72.2% | +58.8% |
| 1Y | +151.3% | +42.6% | +108.8% | +77.6% |
| 3Y | +387.1% | +160.9% | +226.2% | +98.3% |
| All | +425.4% | +126.7% | +298.7% | +186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling