+2,581.5%
SNPS vs RY
+11,573.6%
-8,992.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.1% |
| 7D | -11.0% | +3.1% | -14.1% | -12.2% |
| 30D | -1.7% | -0.3% | -1.4% | -1.7% |
| 3M | -20.4% | +8.7% | -29.0% | -23.3% |
| 6M | -8.6% | +28.5% | -37.2% | -18.2% |
| YTD | -16.2% | +25.1% | -41.3% | -24.1% |
| 1Y | -34.6% | +46.3% | -80.9% | -44.6% |
| 3Y | -14.5% | +154.9% | -169.4% | -43.3% |
| 5Y | +17.0% | +140.3% | -123.3% | -20.4% |
| 10Y | +560.0% | +377.0% | +183.0% | +235.3% |
| All | +2,581.5% | +11,573.6% | -8,992.2% | +227.1% |
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