+59.1%
SO vs TROW
-38.9%
+98.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.1% | -3.0% | +1.9% | -0.8% |
| 30D | -3.7% | -5.5% | +1.7% | -3.1% |
| 3M | -5.9% | +2.3% | -8.2% | -6.3% |
| 6M | -7.3% | +23.9% | -31.3% | -10.1% |
| YTD | +3.1% | +7.9% | -4.8% | +1.8% |
| 1Y | -1.0% | +6.1% | -7.1% | -2.2% |
| 3Y | +43.2% | +13.8% | +29.4% | +38.4% |
| 5Y | +59.1% | -38.2% | +97.3% | +54.8% |
| All | +59.1% | -38.9% | +98.0% | +54.8% |
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