-79.7%
SNAP vs RY
+285.6%
-365.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -1.5% |
| 7D | -7.1% | -0.9% | -6.2% | -6.0% |
| 30D | -14.6% | +5.9% | -20.5% | -18.1% |
| 3M | -5.0% | -4.3% | -0.7% | -1.2% |
| 6M | -18.8% | +12.1% | -30.9% | -26.5% |
| YTD | -38.5% | +20.3% | -58.8% | -47.4% |
| 1Y | -38.1% | +41.0% | -79.1% | -53.6% |
| 3Y | -53.8% | +157.5% | -211.3% | -78.7% |
| 5Y | -90.7% | +123.2% | -213.9% | -95.1% |
| All | -79.7% | +285.6% | -365.3% | -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