+7.5%
SMR vs TROW
-7.7%
+15.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.2% |
| 7D | +13.1% | -1.5% | +14.6% | +14.3% |
| 30D | +17.8% | -5.3% | +23.1% | +22.7% |
| 3M | +8.1% | +2.9% | +5.2% | +5.6% |
| 6M | -11.1% | +22.2% | -33.3% | -22.4% |
| YTD | -23.7% | +8.1% | -31.8% | -27.0% |
| 1Y | -69.4% | +5.8% | -75.2% | -70.1% |
| 3Y | +82.6% | +14.0% | +68.6% | +70.5% |
| All | +7.5% | -7.7% | +15.2% | -2.6% |
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