+1,863.5%
SGI vs TROW
+875.4%
+988.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +9.3% | +0.4% | +8.9% | +9.0% |
| 30D | +6.9% | -4.0% | +10.9% | +9.8% |
| 3M | +2.8% | +5.0% | -2.2% | -0.7% |
| 6M | -12.6% | +24.3% | -36.9% | -24.2% |
| YTD | -21.5% | +9.8% | -31.3% | -26.6% |
| 1Y | -18.8% | +6.4% | -25.2% | -22.8% |
| 3Y | +60.8% | +15.8% | +45.0% | +41.6% |
| 5Y | +60.0% | -37.3% | +97.3% | +105.4% |
| 10Y | +267.8% | +130.6% | +137.2% | +88.1% |
| All | +1,863.5% | +875.4% | +988.1% | +477.6% |
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