+663.1%
SNPS vs RY
+360.6%
+302.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +3.1% |
| 7D | -3.7% | -0.9% | -2.8% | -3.2% |
| 30D | -10.4% | +5.9% | -16.2% | -13.4% |
| 3M | +11.0% | -4.3% | +15.2% | +13.7% |
| 6M | -10.7% | +12.1% | -22.8% | -17.1% |
| YTD | -4.1% | +20.3% | -24.4% | -14.8% |
| 1Y | +13.7% | +41.0% | -27.3% | -8.3% |
| 3Y | -8.1% | +157.5% | -165.6% | -48.9% |
| 5Y | +32.2% | +123.2% | -91.0% | -20.2% |
| All | +663.1% | +360.6% | +302.5% | +235.8% |
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