+108.6%
SPG vs TROW
-38.8%
+147.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.7% |
| 7D | -1.7% | -1.5% | -0.2% | -0.9% |
| 30D | -6.3% | -5.3% | -1.0% | -3.9% |
| 3M | -2.4% | +2.9% | -5.4% | -4.2% |
| 6M | +9.6% | +22.2% | -12.6% | -1.1% |
| YTD | +14.2% | +8.1% | +6.1% | +8.6% |
| 1Y | +19.3% | +5.8% | +13.5% | +14.3% |
| 3Y | +106.7% | +14.0% | +92.7% | +85.7% |
| All | +108.6% | -38.8% | +147.4% | +150.4% |
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