+171.3%
SAP vs TROW
+132.8%
+38.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.1% | -3.0% | -2.1% | -3.8% |
| 30D | -1.8% | -5.5% | +3.7% | +0.8% |
| 3M | +20.9% | +2.3% | +18.7% | +19.4% |
| 6M | +7.0% | +23.9% | -16.9% | -3.3% |
| YTD | -13.7% | +7.9% | -21.6% | -17.3% |
| 1Y | -19.6% | +6.1% | -25.7% | -22.4% |
| 3Y | +52.4% | +13.8% | +38.6% | +38.7% |
| 5Y | +54.4% | -38.2% | +92.6% | +80.6% |
| All | +171.3% | +132.8% | +38.5% | +111.0% |
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