+16.5%
SNPS vs RY
+140.3%
-123.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -5.5% | +2.7% | -8.2% | -7.1% |
| 30D | -5.8% | -1.0% | -4.8% | -5.2% |
| 3M | -17.2% | +7.6% | -24.8% | -21.4% |
| 6M | -10.4% | +29.5% | -39.8% | -24.8% |
| YTD | -16.5% | +24.2% | -40.7% | -28.0% |
| 1Y | -35.6% | +46.4% | -82.0% | -50.2% |
| 3Y | -14.6% | +159.4% | -174.0% | -55.1% |
| 5Y | +16.5% | +141.8% | -125.4% | -37.5% |
| All | +16.5% | +140.3% | -123.8% | -37.5% |
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 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