+8.6%
SNOW vs RY
+234.1%
-225.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +3.3% |
| 7D | -9.9% | -0.9% | -9.0% | -9.3% |
| 30D | -17.1% | +5.9% | -23.0% | -20.7% |
| 3M | -13.2% | -4.3% | -9.0% | -10.4% |
| 6M | +97.4% | +12.1% | +85.3% | +78.1% |
| YTD | +25.8% | +20.3% | +5.5% | +6.4% |
| 1Y | +4.2% | +41.0% | -36.8% | -23.7% |
| 3Y | +91.3% | +157.5% | -66.2% | -19.5% |
| 5Y | -24.4% | +123.2% | -147.6% | -63.8% |
| All | +8.6% | +234.1% | -225.4% | -58.7% |
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