+4,350.1%
SYY vs TROW
+14,176.2%
-9,826.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | -0.2% | -1.5% | +1.3% | +0.1% |
| 30D | -2.7% | -5.3% | +2.6% | -1.5% |
| 3M | +5.9% | +2.9% | +2.9% | +4.9% |
| 6M | -2.3% | +22.2% | -24.5% | -7.1% |
| YTD | +13.1% | +8.1% | +5.0% | +10.4% |
| 1Y | +3.8% | +5.8% | -2.1% | +1.6% |
| 3Y | +26.7% | +14.0% | +12.7% | +20.5% |
| 5Y | +19.4% | -38.3% | +57.7% | +28.4% |
| 10Y | +112.0% | +131.7% | -19.7% | +71.7% |
| All | +4,350.1% | +14,176.2% | -9,826.1% | +1,402.2% |
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