-5.1%
SAP vs TROW
+9.7%
-14.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.1% |
| 3M | +12.2% | -0.9% | +13.2% | +12.4% |
| 6M | +46.1% | +8.3% | +37.7% | +41.4% |
| YTD | -1.6% | +10.6% | -12.3% | -7.7% |
| 1Y | -5.1% | +10.5% | -15.7% | -11.1% |
| All | -5.1% | +9.7% | -14.8% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling