+2,967.0%
SNPS vs RY
+11,121.0%
-8,154.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.9% |
| 7D | -3.7% | -0.9% | -2.8% | -3.3% |
| 30D | -10.4% | +5.9% | -16.2% | -12.6% |
| 3M | +11.0% | -4.3% | +15.2% | +12.9% |
| 6M | -10.7% | +12.1% | -22.8% | -15.3% |
| YTD | -4.1% | +20.3% | -24.4% | -11.7% |
| 1Y | +13.7% | +41.0% | -27.3% | -2.4% |
| 3Y | -8.1% | +157.5% | -165.6% | -39.3% |
| 5Y | +32.2% | +123.2% | -91.0% | -7.2% |
| 10Y | +681.4% | +365.7% | +315.7% | +301.0% |
| All | +2,967.0% | +11,121.0% | -8,154.1% | +280.2% |
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 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