+18.6%
SNOW vs RY
+238.0%
-219.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.4% |
| 7D | +3.7% | -3.0% | +6.6% | +6.3% |
| 30D | -16.4% | +6.3% | -22.7% | -20.3% |
| 3M | -9.9% | -2.6% | -7.3% | -8.1% |
| 6M | +98.8% | +13.9% | +84.9% | +77.2% |
| YTD | +37.3% | +21.7% | +15.6% | +15.1% |
| 1Y | +11.0% | +40.4% | -29.4% | -18.3% |
| 3Y | +87.8% | +161.3% | -73.5% | -21.8% |
| 5Y | -18.4% | +126.5% | -144.9% | -61.4% |
| All | +18.6% | +238.0% | -219.4% | -55.3% |
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