+5,256.9%
SPG vs TROW
+6,905.8%
-1,648.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | -6.8% | -4.5% | -2.3% | -5.0% |
| 3M | +2.7% | +3.9% | -1.2% | +0.7% |
| 6M | +5.5% | +22.6% | -17.1% | -3.7% |
| YTD | +15.7% | +10.1% | +5.6% | +9.9% |
| 1Y | +20.9% | +3.6% | +17.3% | +17.4% |
| 3Y | +112.4% | +12.4% | +100.0% | +96.8% |
| 5Y | +101.4% | -37.5% | +138.8% | +133.3% |
| 10Y | +60.6% | +130.0% | -69.3% | +9.2% |
| All | +5,256.9% | +6,905.8% | -1,648.9% | +2,073.5% |
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