+2,448.5%
SAP vs TROW
+4,038.0%
-1,589.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | +12.2% | -0.9% | +13.2% | +12.5% |
| 6M | +46.1% | +8.3% | +37.7% | +40.6% |
| YTD | -1.6% | +10.6% | -12.3% | -6.5% |
| 1Y | -5.1% | +10.5% | -15.7% | -9.8% |
| 3Y | +68.4% | +36.5% | +31.8% | +43.7% |
| 5Y | +79.4% | -37.1% | +116.5% | +105.8% |
| 10Y | +230.5% | +125.2% | +105.3% | +116.4% |
| All | +2,448.5% | +4,038.0% | -1,589.5% | +434.0% |
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