+250.1%
SYF vs TROW
+130.0%
+120.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.6% |
| 7D | -4.9% | -3.2% | -1.7% | -2.5% |
| 30D | -4.3% | -4.6% | +0.3% | -0.8% |
| 3M | +5.5% | -0.7% | +6.2% | +5.3% |
| 6M | +17.5% | +22.2% | -4.7% | -0.4% |
| YTD | -7.8% | +6.6% | -14.4% | -13.4% |
| 1Y | +1.6% | +5.8% | -4.2% | -4.1% |
| 3Y | +154.8% | +11.6% | +143.2% | +129.4% |
| 5Y | +79.5% | -38.9% | +118.4% | +150.8% |
| All | +250.1% | +130.0% | +120.1% | +95.7% |
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 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