-79.6%
SNAP vs RY
+288.0%
-367.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.3% |
| 7D | -10.6% | -0.6% | -10.0% | -9.7% |
| 30D | -19.7% | +6.1% | -25.9% | -23.2% |
| 3M | -6.5% | -3.4% | -3.2% | -3.6% |
| 6M | -17.8% | +12.8% | -30.6% | -25.9% |
| YTD | -38.0% | +21.0% | -59.1% | -47.3% |
| 1Y | -42.5% | +40.5% | -82.9% | -56.7% |
| 3Y | -55.8% | +159.9% | -215.7% | -79.8% |
| 5Y | -90.5% | +125.0% | -215.5% | -95.1% |
| All | -79.6% | +288.0% | -367.6% | -92.6% |
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