+124.8%
TROW vs SSNC
+173.6%
-48.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.1% |
| 7D | -3.2% | -4.0% | +0.9% | -1.0% |
| 30D | -4.6% | +0.5% | -5.1% | -5.0% |
| 3M | -0.7% | +18.9% | -19.6% | -10.8% |
| 6M | +22.2% | +10.8% | +11.4% | +13.7% |
| YTD | +6.6% | -7.1% | +13.8% | +9.5% |
| 1Y | +5.8% | -9.6% | +15.4% | +10.2% |
| 3Y | +11.6% | +51.1% | -39.5% | -14.3% |
| 5Y | -38.9% | +19.7% | -58.6% | -46.9% |
| All | +124.8% | +173.6% | -48.8% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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