-67.1%
SE vs TROW
-39.3%
-27.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.3% |
| 7D | -5.2% | -3.2% | -2.0% | -2.5% |
| 30D | -17.1% | -4.6% | -12.5% | -13.7% |
| 3M | +24.0% | -0.7% | +24.6% | +23.5% |
| 6M | +21.0% | +22.2% | -1.2% | +0.3% |
| YTD | -16.7% | +6.6% | -23.3% | -22.8% |
| 1Y | -45.9% | +5.8% | -51.8% | -49.8% |
| 3Y | +177.8% | +11.6% | +166.2% | +129.2% |
| All | -67.1% | -39.3% | -27.8% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling