-18.7%
SAP vs TROW
+4.9%
-23.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -4.1% | -3.2% | -0.9% | -2.9% |
| 30D | +1.1% | -4.6% | +5.7% | +3.0% |
| 3M | +26.1% | -0.7% | +26.8% | +26.0% |
| 6M | +9.8% | +22.2% | -12.4% | +0.9% |
| YTD | -13.6% | +6.6% | -20.2% | -17.4% |
| 1Y | -18.7% | +5.8% | -24.5% | -21.3% |
| All | -18.7% | +4.9% | -23.6% | -21.3% |
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