+124.8%
TROW vs SAN
+357.1%
-232.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.4% | -2.1% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | -4.6% | +0.9% | -5.5% | -5.0% |
| 3M | -0.7% | +19.1% | -19.8% | -7.7% |
| 6M | +22.2% | +33.2% | -11.0% | +7.8% |
| YTD | +6.6% | +29.1% | -22.5% | -5.4% |
| 1Y | +5.8% | +50.2% | -44.4% | -12.1% |
| 3Y | +11.6% | +351.0% | -339.4% | -43.4% |
| 5Y | -38.9% | +394.7% | -433.6% | -71.3% |
| All | +124.8% | +357.1% | -232.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling