+17.6%
SNOW vs RY
+236.5%
-218.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +10.8% | -0.5% | +11.4% | +11.3% |
| 30D | -16.5% | +4.7% | -21.3% | -19.5% |
| 3M | -10.1% | -4.5% | -5.6% | -6.9% |
| 6M | +96.5% | +12.5% | +84.0% | +76.9% |
| YTD | +36.2% | +21.1% | +15.0% | +14.5% |
| 1Y | +10.7% | +38.6% | -27.9% | -17.7% |
| 3Y | +86.2% | +160.2% | -73.9% | -22.2% |
| 5Y | -22.7% | +124.7% | -147.4% | -63.2% |
| All | +17.6% | +236.5% | -218.9% | -55.5% |
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