-77.7%
SNAP vs RY
+301.1%
-378.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.5% |
| 7D | +0.7% | +3.1% | -2.4% | -1.7% |
| 30D | +2.6% | -0.3% | +2.9% | +2.8% |
| 3M | -9.9% | +8.7% | -18.5% | -16.4% |
| 6M | +1.9% | +28.5% | -26.7% | -17.6% |
| YTD | -32.2% | +25.1% | -57.3% | -44.1% |
| 1Y | -22.8% | +46.3% | -69.1% | -44.1% |
| 3Y | -47.6% | +154.9% | -202.5% | -75.8% |
| 5Y | -92.7% | +140.3% | -233.0% | -96.4% |
| All | -77.7% | +301.1% | -378.8% | -92.1% |
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