+559.0%
SPYG vs TROW
+838.2%
-279.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -0.9% | -3.2% | +2.3% | +0.5% |
| 30D | -1.5% | -4.6% | +3.1% | +0.5% |
| 3M | +3.7% | -0.7% | +4.4% | +3.6% |
| 6M | +16.4% | +22.2% | -5.8% | +6.3% |
| YTD | +13.3% | +6.6% | +6.7% | +9.3% |
| 1Y | +17.9% | +5.8% | +12.0% | +13.8% |
| 3Y | +98.3% | +11.6% | +86.7% | +84.2% |
| 5Y | +86.4% | -38.9% | +125.4% | +118.4% |
| 10Y | +421.9% | +128.5% | +293.4% | +240.8% |
| All | +559.0% | +838.2% | -279.2% | +67.7% |
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 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