+262.8%
SGI vs TROW
+130.0%
+132.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | -4.5% | -3.2% | -1.3% | -2.5% |
| 30D | +4.2% | -4.6% | +8.8% | +7.3% |
| 3M | -7.4% | -0.7% | -6.8% | -7.4% |
| 6M | -15.1% | +22.2% | -37.3% | -25.0% |
| YTD | -24.7% | +6.6% | -31.3% | -28.1% |
| 1Y | -21.8% | +5.8% | -27.6% | -25.2% |
| 3Y | +50.0% | +11.6% | +38.4% | +36.0% |
| 5Y | +48.9% | -38.9% | +87.9% | +89.2% |
| All | +262.8% | +130.0% | +132.7% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling