+819.0%
SPYM vs TROW
+487.9%
+331.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | +0.1% |
| 7D | -0.4% | -1.5% | +1.1% | +0.2% |
| 30D | -1.4% | -5.3% | +3.9% | +0.6% |
| 3M | +3.7% | +2.9% | +0.8% | +2.2% |
| 6M | +13.0% | +22.2% | -9.2% | +4.3% |
| YTD | +12.5% | +8.1% | +4.4% | +8.3% |
| 1Y | +18.6% | +5.8% | +12.8% | +15.0% |
| 3Y | +78.0% | +14.0% | +64.0% | +65.2% |
| 5Y | +82.3% | -38.3% | +120.6% | +107.3% |
| 10Y | +322.9% | +131.7% | +191.2% | +192.2% |
| All | +819.0% | +487.9% | +331.1% | +343.5% |
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