+62.1%
SPG vs TROW
+130.0%
-68.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.7% |
| 7D | -1.2% | -3.2% | +2.0% | +0.6% |
| 30D | -6.1% | -4.6% | -1.5% | -3.7% |
| 3M | -3.6% | -0.7% | -3.0% | -3.8% |
| 6M | +10.4% | +22.2% | -11.8% | -1.8% |
| YTD | +14.4% | +6.6% | +7.7% | +8.7% |
| 1Y | +16.5% | +5.8% | +10.7% | +10.8% |
| 3Y | +106.8% | +11.6% | +95.2% | +86.0% |
| 5Y | +108.9% | -38.9% | +147.8% | +158.8% |
| All | +62.1% | +130.0% | -68.0% | +20.8% |
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 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