+449.1%
SN vs TROW
+1.1%
+448.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +3.5% | -1.7% | +5.2% | +4.8% |
| 30D | +19.4% | +6.4% | +13.0% | +13.9% |
| 3M | +20.9% | -1.5% | +22.4% | +22.1% |
| 6M | +111.1% | +8.3% | +102.8% | +96.7% |
| YTD | +102.8% | +12.4% | +90.4% | +81.9% |
| 1Y | +146.2% | +12.4% | +133.8% | +120.8% |
| 3Y | +441.4% | +38.3% | +403.1% | +287.9% |
| All | +449.1% | +1.1% | +448.0% | +442.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling