+319.5%
SN vs TROW
-1.0%
+320.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.3% |
| 7D | -9.3% | -1.3% | -8.0% | -8.3% |
| 30D | -4.8% | -4.5% | -0.3% | -1.3% |
| 3M | +40.4% | +3.9% | +36.6% | +35.5% |
| 6M | +50.9% | +22.6% | +28.4% | +27.7% |
| YTD | +54.9% | +10.1% | +44.8% | +41.5% |
| 1Y | +43.0% | +3.6% | +39.4% | +37.0% |
| 3Y | +391.8% | +12.4% | +379.4% | +335.2% |
| All | +319.5% | -1.0% | +320.5% | +322.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling