+300.4%
SYF vs TROW
+118.1%
+182.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.3% |
| 7D | -2.0% | +0.5% | -2.5% | -2.4% |
| 30D | +1.2% | +9.3% | -8.1% | -5.9% |
| 3M | -9.4% | -0.9% | -8.5% | -9.3% |
| 6M | +4.4% | +8.3% | -3.9% | -2.9% |
| YTD | -11.9% | +10.6% | -22.6% | -19.9% |
| 1Y | -0.4% | +10.5% | -11.0% | -9.5% |
| 3Y | +159.6% | +36.5% | +123.0% | +101.0% |
| 5Y | +60.9% | -37.1% | +97.9% | +117.3% |
| 10Y | +180.9% | +125.2% | +55.7% | +55.2% |
| All | +300.4% | +118.1% | +182.3% | +125.5% |
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 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