+5.8%
TROW vs SNY
-4.5%
+10.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.2% | -3.3% | +0.1% | -2.7% |
| 30D | -4.6% | -2.2% | -2.5% | -4.3% |
| 3M | -0.7% | -3.0% | +2.4% | -0.4% |
| 6M | +22.2% | +2.7% | +19.5% | +21.6% |
| YTD | +6.6% | -6.8% | +13.5% | +6.9% |
| 1Y | +5.8% | -5.3% | +11.1% | +6.7% |
| All | +5.8% | -4.5% | +10.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling