-77.5%
SNAP vs TROW
+111.9%
-189.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.1% | +4.1% |
| 7D | -3.2% | -3.0% | -0.2% | -0.8% |
| 30D | +0.2% | -5.5% | +5.6% | +4.8% |
| 3M | +2.6% | +2.3% | +0.3% | +0.8% |
| 6M | +12.4% | +23.9% | -11.5% | -4.6% |
| YTD | -31.6% | +7.9% | -39.5% | -35.2% |
| 1Y | -21.7% | +6.1% | -27.8% | -24.9% |
| 3Y | -41.2% | +13.8% | -55.0% | -46.3% |
| 5Y | -92.6% | -38.2% | -54.4% | -90.1% |
| All | -77.5% | +111.9% | -189.3% | -83.1% |
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