-78.0%
SE vs TROW
-37.1%
-40.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.6% |
| 7D | -0.5% | +0.5% | -1.0% | -0.9% |
| 30D | -20.9% | +9.3% | -30.3% | -26.9% |
| 3M | -38.9% | -0.9% | -38.0% | -38.6% |
| 6M | -19.4% | +8.3% | -27.8% | -25.8% |
| YTD | -40.9% | +10.6% | -51.6% | -47.2% |
| 1Y | -46.2% | +10.5% | -56.7% | -52.1% |
| 3Y | +63.7% | +36.5% | +27.2% | +7.8% |
| All | -78.0% | -37.1% | -40.9% | -68.0% |
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 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