+13,845.6%
SPGI vs TROW
+14,446.5%
-600.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +0.1% | -1.3% | +1.5% | +0.6% |
| 30D | +8.4% | -4.5% | +12.9% | +10.0% |
| 3M | +11.8% | +3.9% | +8.0% | +10.3% |
| 6M | +5.7% | +22.6% | -16.9% | -1.3% |
| YTD | -9.7% | +10.1% | -19.8% | -12.7% |
| 1Y | -12.5% | +3.6% | -16.0% | -13.9% |
| 3Y | +21.8% | +12.4% | +9.4% | +15.2% |
| 5Y | +8.2% | -37.5% | +45.7% | +21.1% |
| 10Y | +309.5% | +130.0% | +179.6% | +204.1% |
| All | +13,845.6% | +14,446.5% | -600.8% | +4,841.6% |
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