+133.6%
SPG vs TROW
+37.3%
+96.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.5% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | +17.2% | +9.3% | +7.9% | +13.0% |
| 3M | +6.3% | -0.9% | +7.2% | +6.5% |
| 6M | +18.7% | +8.3% | +10.3% | +14.1% |
| YTD | +30.1% | +10.6% | +19.4% | +23.2% |
| 1Y | +32.8% | +10.5% | +22.2% | +25.6% |
| 3Y | +133.6% | +36.5% | +97.0% | +86.9% |
| All | +133.6% | +37.3% | +96.3% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling