+28.4%
SNPS vs RY
+124.9%
-96.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.1% |
| 7D | -10.2% | -1.1% | -9.1% | -9.5% |
| 30D | -12.8% | +4.4% | -17.3% | -15.2% |
| 3M | +9.9% | -2.9% | +12.8% | +11.8% |
| 6M | -12.4% | +15.6% | -28.0% | -20.8% |
| YTD | -6.3% | +21.8% | -28.1% | -18.3% |
| 1Y | +7.6% | +42.6% | -35.0% | -15.5% |
| 3Y | -9.8% | +160.9% | -170.7% | -52.8% |
| All | +28.4% | +124.9% | -96.5% | -26.2% |
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