+13.7%
SPGI vs TROW
-37.1%
+50.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +1.2% | +0.5% | +0.8% | +1.0% |
| 30D | +15.9% | +9.3% | +6.6% | +11.4% |
| 3M | +12.3% | -0.9% | +13.2% | +12.6% |
| 6M | +23.7% | +8.3% | +15.3% | +18.9% |
| YTD | -3.5% | +10.6% | -14.2% | -8.4% |
| 1Y | +0.4% | +10.5% | -10.1% | -4.6% |
| 3Y | +29.9% | +36.5% | -6.6% | +8.3% |
| All | +13.7% | -37.1% | +50.9% | +29.1% |
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