+56.2%
SAP vs TROW
+12.9%
+43.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -0.3% | -1.5% | +1.2% | +0.3% |
| 30D | +0.3% | -5.3% | +5.6% | +2.4% |
| 3M | +16.9% | +2.9% | +13.9% | +15.4% |
| 6M | +6.3% | +22.2% | -15.9% | -1.7% |
| YTD | -12.4% | +8.1% | -20.5% | -15.5% |
| 1Y | -21.6% | +5.8% | -27.4% | -23.9% |
| All | +56.2% | +12.9% | +43.4% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling