+2,897.9%
SNPS vs RY
+11,266.1%
-8,368.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.6% |
| 7D | -10.2% | -1.1% | -9.1% | -9.7% |
| 30D | -12.8% | +4.4% | -17.3% | -14.5% |
| 3M | +9.9% | -2.9% | +12.8% | +11.1% |
| 6M | -12.4% | +15.6% | -28.0% | -17.9% |
| YTD | -6.3% | +21.8% | -28.1% | -14.2% |
| 1Y | +7.6% | +42.6% | -35.0% | -8.0% |
| 3Y | -9.8% | +160.9% | -170.7% | -40.7% |
| 5Y | +29.2% | +126.1% | -96.9% | -9.8% |
| 10Y | +663.8% | +371.7% | +292.1% | +289.8% |
| All | +2,897.9% | +11,266.1% | -8,368.2% | +269.6% |
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