+236.6%
SAP vs TROW
+122.3%
+114.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +6.5% | +9.3% | -2.8% | +2.1% |
| 3M | +12.2% | -0.9% | +13.2% | +12.5% |
| 6M | +46.1% | +8.3% | +37.7% | +40.0% |
| YTD | -1.6% | +10.6% | -12.3% | -7.1% |
| 1Y | -5.1% | +10.5% | -15.7% | -10.4% |
| 3Y | +68.4% | +36.5% | +31.8% | +40.2% |
| 5Y | +79.4% | -37.1% | +116.5% | +108.8% |
| All | +236.6% | +122.3% | +114.3% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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