+340.9%
SYF vs TROW
+117.1%
+223.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.8% |
| 7D | +2.4% | -1.3% | +3.7% | +3.4% |
| 30D | +0.8% | -4.5% | +5.4% | +4.3% |
| 3M | +13.4% | +3.9% | +9.5% | +9.4% |
| 6M | +16.3% | +22.6% | -6.2% | -1.2% |
| YTD | -3.0% | +10.1% | -13.1% | -11.0% |
| 1Y | +5.7% | +3.6% | +2.1% | +1.6% |
| 3Y | +160.1% | +12.4% | +147.7% | +133.7% |
| 5Y | +88.5% | -37.5% | +126.0% | +156.1% |
| 10Y | +263.1% | +130.0% | +133.1% | +99.0% |
| All | +340.9% | +117.1% | +223.8% | +150.5% |
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