+32.1%
SNOW vs TROW
+10.6%
+21.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +4.9% | +0.4% | +4.5% | +4.8% |
| 30D | +1.5% | -4.0% | +5.6% | +4.9% |
| 3M | +39.5% | +5.0% | +34.5% | +33.2% |
| 6M | +85.9% | +24.3% | +61.6% | +54.3% |
| YTD | +52.9% | +9.8% | +43.2% | +40.5% |
| 1Y | +48.1% | +6.4% | +41.7% | +38.8% |
| 3Y | +102.2% | +15.8% | +86.4% | +69.1% |
| 5Y | +5.5% | -37.3% | +42.7% | +33.6% |
| All | +32.1% | +10.6% | +21.5% | +4.1% |
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 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