-19.4%
SE vs TROW
+8.7%
-28.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.8% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -20.9% | +9.3% | -30.3% | -23.3% |
| 3M | -38.9% | -0.9% | -38.0% | -38.3% |
| 6M | -19.4% | +8.3% | -27.8% | -27.5% |
| All | -19.4% | +8.7% | -28.1% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling