+252.8%
SPOT vs TROW
+39.7%
+213.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.4% |
| 7D | -3.1% | -3.2% | +0.1% | -1.4% |
| 30D | +7.4% | -4.6% | +12.0% | +10.1% |
| 3M | +8.2% | -0.7% | +8.8% | +8.3% |
| 6M | +2.2% | +22.2% | -20.0% | -8.7% |
| YTD | -9.5% | +6.6% | -16.1% | -13.2% |
| 1Y | -23.8% | +5.8% | -29.7% | -27.1% |
| 3Y | +233.5% | +11.6% | +221.9% | +199.7% |
| 5Y | +112.2% | -38.9% | +151.1% | +151.9% |
| All | +252.8% | +39.7% | +213.1% | +195.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling