+2,233.8%
SAP vs TROW
+4,019.0%
-1,785.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -2.9% | -1.3% | -1.6% | -2.3% |
| 30D | +9.0% | -4.5% | +13.5% | +11.2% |
| 3M | +14.9% | +3.9% | +11.1% | +12.9% |
| 6M | +11.9% | +22.6% | -10.7% | +2.4% |
| YTD | -9.9% | +10.1% | -20.0% | -14.0% |
| 1Y | -19.5% | +3.6% | -23.1% | -21.3% |
| 3Y | +61.8% | +12.4% | +49.4% | +49.8% |
| 5Y | +56.2% | -37.5% | +93.7% | +79.7% |
| 10Y | +180.6% | +130.0% | +50.7% | +82.1% |
| All | +2,233.8% | +4,019.0% | -1,785.3% | +391.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling