+23.6%
SYY vs TROW
-39.3%
+62.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +3.9% | -3.2% | +7.1% | +4.8% |
| 30D | -1.7% | -4.6% | +2.9% | -0.6% |
| 3M | +5.2% | -0.7% | +5.8% | +5.0% |
| 6M | -0.2% | +22.2% | -22.4% | -6.0% |
| YTD | +15.4% | +6.6% | +8.7% | +12.5% |
| 1Y | +5.6% | +5.8% | -0.2% | +2.9% |
| 3Y | +28.9% | +11.6% | +17.3% | +21.3% |
| All | +23.6% | -39.3% | +62.9% | +39.0% |
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