+47.5%
SGI vs TROW
-38.9%
+86.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -4.9% | -3.0% | -1.9% | -3.0% |
| 30D | +1.6% | -5.5% | +7.0% | +5.4% |
| 3M | -3.2% | +2.3% | -5.4% | -4.9% |
| 6M | -16.0% | +23.9% | -40.0% | -26.9% |
| YTD | -25.4% | +7.9% | -33.3% | -29.5% |
| 1Y | -21.6% | +6.1% | -27.7% | -25.4% |
| 3Y | +52.9% | +13.8% | +39.0% | +35.5% |
| 5Y | +47.5% | -38.2% | +85.7% | +69.2% |
| All | +47.5% | -38.9% | +86.4% | +69.2% |
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