+6,037.0%
SO vs TROW
+14,398.8%
-8,361.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +1.0% | +0.4% | +0.6% | +1.0% |
| 30D | -3.2% | -4.0% | +0.8% | -2.7% |
| 3M | -1.7% | +5.0% | -6.7% | -2.4% |
| 6M | -7.2% | +24.3% | -31.5% | -9.9% |
| YTD | +4.6% | +9.8% | -5.2% | +3.0% |
| 1Y | +1.2% | +6.4% | -5.2% | 0.0% |
| 3Y | +45.3% | +15.8% | +29.5% | +40.7% |
| 5Y | +58.7% | -37.3% | +96.0% | +64.0% |
| 10Y | +155.9% | +130.6% | +25.2% | +124.6% |
| All | +6,037.0% | +14,398.8% | -8,361.7% | +3,765.3% |
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