-78.7%
SNAP vs RY
+288.4%
-367.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | +2.6% | -0.5% | +3.1% | +3.1% |
| 30D | -19.6% | +4.7% | -24.3% | -22.2% |
| 3M | +0.4% | -4.5% | +4.9% | +4.7% |
| 6M | -5.9% | +12.5% | -18.5% | -15.0% |
| YTD | -35.3% | +21.1% | -56.5% | -45.0% |
| 1Y | -42.6% | +38.6% | -81.2% | -56.4% |
| 3Y | -53.9% | +160.2% | -214.1% | -78.9% |
| 5Y | -90.3% | +124.7% | -215.0% | -95.0% |
| All | -78.7% | +288.4% | -367.1% | -92.3% |
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