+36.2%
SNPS vs RY
+123.9%
-87.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.7% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | -9.8% | +6.1% | -16.0% | -13.1% |
| 3M | +11.7% | -3.4% | +15.1% | +14.0% |
| 6M | -10.9% | +12.8% | -23.7% | -18.2% |
| YTD | -2.1% | +21.0% | -23.1% | -14.3% |
| 1Y | +14.8% | +40.5% | -25.7% | -9.0% |
| 3Y | -11.3% | +159.9% | -171.2% | -53.5% |
| 5Y | +36.2% | +125.0% | -88.8% | -21.4% |
| All | +36.2% | +123.9% | -87.7% | -21.4% |
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