+115.3%
SPOT vs TROW
-39.3%
+154.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.5% |
| 7D | -3.1% | -3.2% | +0.1% | -1.1% |
| 30D | +7.4% | -4.6% | +12.0% | +10.6% |
| 3M | +8.2% | -0.7% | +8.8% | +8.2% |
| 6M | +2.2% | +22.2% | -20.0% | -11.0% |
| YTD | -9.5% | +6.6% | -16.1% | -14.2% |
| 1Y | -23.8% | +5.8% | -29.7% | -28.0% |
| 3Y | +233.5% | +11.6% | +221.9% | +188.6% |
| All | +115.3% | -39.3% | +154.6% | +180.1% |
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