-14.4%
SMR vs TROW
-9.0%
-5.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.2% | -14.5% | -14.8% |
| 7D | -11.2% | -3.2% | -8.1% | -9.0% |
| 30D | -10.2% | -4.6% | -5.6% | -6.8% |
| 3M | -10.0% | -0.7% | -9.4% | -9.6% |
| 6M | -30.5% | +22.2% | -52.7% | -39.1% |
| YTD | -39.2% | +6.6% | -45.9% | -41.2% |
| 1Y | -75.5% | +5.8% | -81.4% | -76.0% |
| 3Y | +45.4% | +11.6% | +33.8% | +37.7% |
| All | -14.4% | -9.0% | -5.5% | -21.5% |
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 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