+553.4%
SE vs TROW
+53.9%
+499.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.5% |
| 7D | -5.2% | -3.2% | -2.0% | -2.9% |
| 30D | -17.1% | -4.6% | -12.5% | -14.1% |
| 3M | +24.0% | -0.7% | +24.6% | +23.7% |
| 6M | +21.0% | +22.2% | -1.2% | +3.2% |
| YTD | -16.7% | +6.6% | -23.3% | -21.8% |
| 1Y | -45.9% | +5.8% | -51.8% | -49.1% |
| 3Y | +177.8% | +11.6% | +166.2% | +139.7% |
| 5Y | -67.4% | -38.9% | -28.4% | -56.0% |
| All | +553.4% | +53.9% | +499.4% | +367.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling