+2.2%
SPGI vs TROW
-38.1%
+40.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.0% | -1.9% |
| 7D | -3.1% | -1.5% | -1.6% | -2.4% |
| 30D | +2.0% | -5.3% | +7.3% | +4.5% |
| 3M | +4.3% | +2.9% | +1.4% | +2.7% |
| 6M | -0.2% | +22.2% | -22.4% | -9.2% |
| YTD | -14.8% | +8.1% | -22.9% | -18.1% |
| 1Y | -18.5% | +5.8% | -24.4% | -21.2% |
| 3Y | +16.0% | +14.0% | +1.9% | +5.5% |
| 5Y | +2.2% | -38.3% | +40.5% | +16.7% |
| All | +2.2% | -38.1% | +40.3% | +16.7% |
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