-92.7%
SNAP vs TROW
-37.1%
-55.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.1% |
| 30D | +1.9% | -4.0% | +5.9% | +6.5% |
| 3M | -3.9% | +5.0% | -8.9% | -8.9% |
| 6M | +5.2% | +24.3% | -19.1% | -15.9% |
| YTD | -32.7% | +9.8% | -42.5% | -38.8% |
| 1Y | -24.8% | +6.4% | -31.2% | -29.6% |
| 3Y | -42.2% | +15.8% | -58.0% | -51.2% |
| All | -92.7% | -37.1% | -55.6% | -88.7% |
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