+19.5%
SNPS vs TROW
-38.9%
+58.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -4.6% | -3.0% | -1.6% | -2.8% |
| 30D | -3.3% | -5.5% | +2.1% | 0.0% |
| 3M | -13.8% | +2.3% | -16.0% | -15.7% |
| 6M | -8.2% | +23.9% | -32.1% | -20.3% |
| YTD | -15.4% | +7.9% | -23.3% | -20.3% |
| 1Y | +2.4% | +6.1% | -3.7% | -2.5% |
| 3Y | -13.5% | +13.8% | -27.3% | -22.8% |
| 5Y | +19.5% | -38.2% | +57.7% | +59.2% |
| All | +19.5% | -38.9% | +58.3% | +59.2% |
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