+153.1%
SO vs TROW
+130.0%
+23.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.1% | -3.2% | +2.1% | -0.3% |
| 30D | -5.0% | -4.6% | -0.4% | -3.9% |
| 3M | -5.8% | -0.7% | -5.1% | -5.9% |
| 6M | -7.9% | +22.2% | -30.1% | -12.7% |
| YTD | +2.4% | +6.6% | -4.2% | +0.1% |
| 1Y | -2.3% | +5.8% | -8.1% | -4.4% |
| 3Y | +41.9% | +11.6% | +30.3% | +34.0% |
| 5Y | +58.1% | -38.9% | +97.0% | +74.7% |
| All | +153.1% | +130.0% | +23.0% | +125.5% |
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