+412.0%
SN vs TROW
+14.8%
+397.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.3% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | -5.6% | -4.0% | -1.6% | -2.6% |
| 3M | +48.1% | +5.0% | +43.1% | +41.7% |
| 6M | +57.6% | +24.3% | +33.3% | +32.3% |
| YTD | +56.5% | +9.8% | +46.7% | +43.5% |
| 1Y | +52.6% | +6.4% | +46.1% | +43.0% |
| 3Y | +412.0% | +15.8% | +396.2% | +327.3% |
| All | +412.0% | +14.8% | +397.2% | +327.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling