+589.4%
SE vs TROW
+59.0%
+530.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.2% |
| 7D | -6.1% | -1.3% | -4.8% | -5.2% |
| 30D | -2.5% | -4.5% | +2.1% | +1.0% |
| 3M | +21.7% | +3.9% | +17.8% | +17.6% |
| 6M | +27.0% | +22.6% | +4.4% | +8.1% |
| YTD | -12.1% | +10.1% | -22.3% | -19.5% |
| 1Y | -40.9% | +3.6% | -44.5% | -43.5% |
| 3Y | +191.0% | +12.4% | +178.6% | +150.1% |
| 5Y | -68.3% | -37.5% | -30.8% | -58.1% |
| All | +589.4% | +59.0% | +530.4% | +381.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling