+293.4%
SN vs TROW
-3.0%
+296.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.8% |
| 7D | -7.2% | -3.0% | -4.2% | -5.0% |
| 30D | -13.4% | -5.5% | -7.9% | -9.5% |
| 3M | +26.8% | +2.3% | +24.5% | +23.8% |
| 6M | +44.6% | +23.9% | +20.7% | +21.3% |
| YTD | +45.3% | +7.9% | +37.4% | +34.8% |
| 1Y | +40.1% | +6.1% | +34.0% | +31.4% |
| 3Y | +375.3% | +13.8% | +361.5% | +308.7% |
| All | +293.4% | -3.0% | +296.4% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling