-90.4%
SNAP vs RY
+124.6%
-215.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.9% | -11.1% | -10.9% |
| 7D | -10.4% | -1.1% | -9.3% | -8.8% |
| 30D | -11.9% | +4.4% | -16.4% | -15.5% |
| 3M | -4.5% | -2.9% | -1.6% | -1.1% |
| 6M | -16.7% | +15.6% | -32.3% | -29.6% |
| YTD | -36.9% | +21.8% | -58.7% | -49.7% |
| 1Y | -30.3% | +42.6% | -72.9% | -53.5% |
| 3Y | -52.5% | +160.9% | -213.4% | -84.6% |
| 5Y | -90.4% | +126.1% | -216.5% | -96.3% |
| All | -90.4% | +124.6% | -215.0% | -96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling