-38.2%
TROW vs SAN
+379.7%
-417.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | -3.0% | -2.8% | -0.2% | -2.0% |
| 30D | -5.5% | -0.5% | -4.9% | -5.3% |
| 3M | +2.3% | +22.7% | -20.5% | -5.6% |
| 6M | +23.9% | +28.8% | -4.9% | +11.7% |
| YTD | +7.9% | +26.3% | -18.4% | -2.7% |
| 1Y | +6.1% | +48.8% | -42.7% | -10.6% |
| 3Y | +13.8% | +347.2% | -333.4% | -41.2% |
| 5Y | -38.2% | +383.8% | -422.0% | -71.6% |
| All | -38.2% | +379.7% | -417.9% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling