+309.7%
SN vs TROW
-2.8%
+312.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.2% |
| 7D | -3.4% | -1.5% | -1.9% | -2.3% |
| 30D | -9.1% | -5.3% | -3.8% | -5.1% |
| 3M | +31.8% | +2.9% | +28.8% | +28.0% |
| 6M | +52.0% | +22.2% | +29.8% | +28.9% |
| YTD | +51.3% | +8.1% | +43.2% | +40.2% |
| 1Y | +46.9% | +5.8% | +41.0% | +38.1% |
| 3Y | +394.9% | +14.0% | +380.9% | +325.0% |
| All | +309.7% | -2.8% | +312.4% | +318.5% |
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 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