+159.4%
SYF vs TROW
+12.9%
+146.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.4% |
| 7D | -1.3% | -1.5% | +0.2% | -0.1% |
| 30D | -1.1% | -5.3% | +4.2% | +3.2% |
| 3M | +7.4% | +2.9% | +4.5% | +4.0% |
| 6M | +16.2% | +22.2% | -6.0% | -2.5% |
| YTD | -6.1% | +8.1% | -14.2% | -13.3% |
| 1Y | +3.4% | +5.8% | -2.4% | -2.9% |
| All | +159.4% | +12.9% | +146.5% | +130.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling