+29.6%
SNOW vs TROW
+7.5%
+22.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.7% |
| 7D | -2.4% | -3.2% | +0.8% | +0.1% |
| 30D | -1.0% | -4.6% | +3.6% | +2.9% |
| 3M | +36.9% | -0.7% | +37.5% | +36.5% |
| 6M | +83.4% | +22.2% | +61.1% | +54.1% |
| YTD | +50.0% | +6.6% | +43.3% | +40.9% |
| 1Y | +46.5% | +5.8% | +40.7% | +37.8% |
| 3Y | +93.3% | +11.6% | +81.7% | +66.6% |
| 5Y | +3.3% | -38.9% | +42.2% | +33.7% |
| All | +29.6% | +7.5% | +22.1% | +4.5% |
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 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