-78.5%
SNAP vs TROW
+117.3%
-195.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | +6.0% | +0.5% | +5.6% | +5.6% |
| 30D | -13.8% | +9.3% | -23.1% | -19.3% |
| 3M | -0.8% | -0.9% | +0.2% | +0.4% |
| 6M | -6.2% | +8.3% | -14.6% | -11.6% |
| YTD | -34.8% | +10.6% | -45.5% | -39.2% |
| 1Y | -38.7% | +10.5% | -49.2% | -42.9% |
| 3Y | -53.5% | +36.5% | -90.0% | -62.5% |
| 5Y | -90.2% | -37.1% | -53.1% | -87.1% |
| All | -78.5% | +117.3% | -195.8% | -84.1% |
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