+184.3%
SE vs TROW
+12.9%
+171.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.5% | -3.3% |
| 7D | -3.6% | -1.5% | -2.1% | -2.9% |
| 30D | -5.3% | -5.3% | 0.0% | -2.7% |
| 3M | +28.1% | +2.9% | +25.1% | +25.7% |
| 6M | +20.7% | +22.2% | -1.6% | +8.4% |
| YTD | -14.8% | +8.1% | -22.9% | -18.8% |
| 1Y | -43.6% | +5.8% | -49.4% | -45.7% |
| All | +184.3% | +12.9% | +171.4% | +199.5% |
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