+1,229.7%
TROW vs SNY
+241.9%
+987.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.2% | -3.3% | +0.1% | -1.4% |
| 30D | -4.6% | -2.2% | -2.5% | -3.6% |
| 3M | -0.7% | -3.0% | +2.4% | +0.6% |
| 6M | +22.2% | +2.7% | +19.5% | +19.5% |
| YTD | +6.6% | -6.8% | +13.5% | +9.5% |
| 1Y | +5.8% | -5.3% | +11.1% | +7.0% |
| 3Y | +11.6% | -9.8% | +21.4% | +10.3% |
| 5Y | -38.9% | +9.7% | -48.6% | -47.9% |
| 10Y | +128.5% | +64.5% | +64.0% | +48.3% |
| All | +1,229.7% | +241.9% | +987.8% | +385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling