-26.1%
SNOW vs RY
+123.4%
-149.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | +5.5% | +0.6% | +4.9% | +5.0% |
| 30D | -13.2% | +5.0% | -18.2% | -16.7% |
| 3M | -13.7% | -5.3% | -8.4% | -9.8% |
| 6M | +91.0% | +13.8% | +77.2% | +68.7% |
| YTD | +32.7% | +21.0% | +11.7% | +10.1% |
| 1Y | +13.3% | +40.5% | -27.2% | -19.1% |
| 3Y | +83.4% | +159.7% | -76.3% | -30.9% |
| All | -26.1% | +123.4% | -149.5% | -67.0% |
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